Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes - MaRDI portal

Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297)

From MaRDI portal
scientific article; zbMATH DE number 6917746
Language Label Description Also known as
English
Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes
scientific article; zbMATH DE number 6917746

    Statements

    title
    Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (English)
    0 references
    author
    Álvaro Cartea
    0 references
    Sebastian Jaimungal
    0 references
    Jason Ricci
    0 references
    published in
    SIAM Review
    0 references
    publication date
    14 August 2018
    0 references
    zbMATH Keywords
    algorithmic trading
    0 references
    high frequency trading
    0 references
    short-term-alpha
    0 references
    adverse selection
    0 references
    mutually exciting processes
    0 references
    Hawkes processes
    0 references
    cites work
    Q5263525
    0 references
    Q2787919
    0 references
    Mean field games
    0 references

    Identifiers

    DOI
    10.1137/18M1176968
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    93E20
    0 references
    91G80
    0 references
    zbMATH DE Number
    6917746
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4580297&oldid=36416249"
    Powered by MediaWiki