A Signal Processing Perspective of Financial Engineering (Q5354843)
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scientific article; zbMATH DE number 6769475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Signal Processing Perspective of Financial Engineering |
scientific article; zbMATH DE number 6769475 |
Statements
A Signal Processing Perspective of Financial Engineering (English)
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4 September 2017
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signal processing
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financial engineering
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financial time series
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covariance matrix estimators
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limit order books
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market impact
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portfolio optimization
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statistical arbitrage
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