Algorithmic trading and quantitative strategies

DOI10.1201/9780429183942MaRDI QIDQ5113832zbMATH OpenOpenAlexFDO

Authors Raja P. Velu, Maxence Hardy, Daniel Nehren

Publication date 18 June 2020

Full work available at URL https://doi.org/10.1201/9780429183942

zbMATH Keywords

univariate time series modelsdynamic portfolio managementstatistical trading strategies

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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(16)

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• A novel portfolio optimization method and its application to the hedging problem
• High-performance computing in finance. Problems, methods, and solutions
• Algorithms for solving financial portfolio design problems. Emerging research and opportunities
• Stochastic modelling of big data in finance
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• Handbook of high-frequency trading and modeling in finance
• Detecting regime change in computational finance. Data science, machine learning and algorithmic trading
• scientific article; zbMATH DE number 7113167 (Why is no real title available?)
• Machine learning for factor investing. R version
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