High dimensional Markovian trading of a single stock (Q2085831)
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scientific article; zbMATH DE number 7604122
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional Markovian trading of a single stock |
scientific article; zbMATH DE number 7604122 |
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High dimensional Markovian trading of a single stock (English)
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19 October 2022
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bilateral gamma
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measure distorted valuation
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quantization
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Gaussian process regression
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