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Dynamic mode decomposition for financial trading strategies - MaRDI portal

Dynamic mode decomposition for financial trading strategies (Q4554232)

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scientific article; zbMATH DE number 6976832
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English
Dynamic mode decomposition for financial trading strategies
scientific article; zbMATH DE number 6976832

    Statements

    title
    Dynamic mode decomposition for financial trading strategies (English)
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    author
    Jordan Mann
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    J. Nathan Kutz
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    publication date
    13 November 2018
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    zbMATH Keywords
    dynamic mode decomposition
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    Koopman operator
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    dynamical systems
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    financial trading
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    equation-free
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    cites work
    Q5564536
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    Pairs trading
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    Q5327097
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    Q4337625
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    37E99
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    37G99
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    37L65
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    zbMATH DE Number
    6976832
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    OpenAlex ID
    W1635210704
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    arXiv ID
    1508.04487
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