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  • Search: subject:"stochastic control method"
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Subject
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Arbitrage 1 Cointegration 1 Kointegration 1 Mean Reversion 1 Mean reversion 1 Portfolio selection 1 Portfolio-Management 1 Securities trading 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Wertpapierhandel 1 Zeitreihenanalyse 1 cointegration method 1 distance method 1 mean-reversion 1 pairs trading 1 statistical arbitrage 1 stochastic control method 1 time series method 1
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Free 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
Author
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Sun, Yufei 1
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Working papers 1
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ECONIS (ZBW) 1
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A survey of statistical arbitrage pairs trading strategies with non-machine learning methods, 2016-2023
Sun, Yufei - 2025
Persistent link: https://www.econbiz.de/10015455221
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