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Forecasting trends with asset prices - MaRDI portal

Forecasting trends with asset prices (Q4555084)

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scientific article; zbMATH DE number 6981200
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English
Forecasting trends with asset prices
scientific article; zbMATH DE number 6981200

    Statements

    title
    Forecasting trends with asset prices (English)
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    author
    Ahmed Bel Hadj Ayed
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    Grégoire Loeper
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    Frederic Abergel
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    publication date
    19 November 2018
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    zbMATH Keywords
    trend estimation
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    investment strategies
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    Kalman filter
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    Ornstein-Uhlenbeck process
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    cites work
    Q4889784
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    Pairs trading
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    Q2768756
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    Q3999341
    0 references
    Q5824892
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    Q3790504
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    Q5794082
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    Identifiers

    zbMATH DE Number
    6981200
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    OpenAlex ID
    W270942256
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    arXiv ID
    1504.03934
    0 references
     
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