Algorithmic arbitrage of open-end funds using variational Bayes
Hugh L. Christensen
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Christensen, Hugh L. |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 4, p. 1-38
|
| Subject: | Variational Bayes | open-end fund | linear-Gaussian basis functions | supervised learning | Investmentfonds | Investment Fund | Arbitrage | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786315500279 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011493102