A Mathematical Analysis of Technical Analysis (Q5378529)

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scientific article; zbMATH DE number 7061209
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A Mathematical Analysis of Technical Analysis
scientific article; zbMATH DE number 7061209

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    A Mathematical Analysis of Technical Analysis (English)
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    3 June 2019
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    long-term growth
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    continuous-time Markov chain
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    moving average
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    optimal investment
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    Ornstein-Uhlenbeck process
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    partial information
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    simulation
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    utility maximization
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