Optimal trading algorithms under regime switching
Year of publication: |
2022
|
---|---|
Authors: | Pemy, Moustapha |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 4.2022, 2, p. 62-82
|
Subject: | Theorie | Theory | Algorithmus | Algorithm | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection |
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