EMA-type trading strategies maximize utility under partial information (Q6105379)
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scientific article; zbMATH DE number 7702090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EMA-type trading strategies maximize utility under partial information |
scientific article; zbMATH DE number 7702090 |
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EMA-type trading strategies maximize utility under partial information (English)
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26 June 2023
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EMA
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EWMA
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exponentially weighted moving average
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Kalman-Bucy filter
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partial information
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optimal trading
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expected utility maximization
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mean reversion
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momentum
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