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Using a mean-changing stochastic processes exit-entry model for stock market long-short prediction

Sebastien Lleo, Mikhail Zhitlukhin, and William T. Ziemba
Year of publication:
2022
Authors: Lleo, Sébastien ; Zhitlukhin, M. V. ; Ziemba, William T.
Subject: Stochastischer Prozess | Stochastic process | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | Markov-Kette | Markov chain
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