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The profitability in the FTSE 100 index: a new Markov chain approach - MaRDI portal

The profitability in the FTSE 100 index: a new Markov chain approach (Q2180274)

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The profitability in the FTSE 100 index: a new Markov chain approach
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    The profitability in the FTSE 100 index: a new Markov chain approach (English)
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    13 May 2020
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    multivariate Markov chains
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    algorithmic trading
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    data-snooping test
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    MTD-probit
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    FTSE 100
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