Dynamic mode decomposition for financial trading strategies
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Publication:4554232
DOI10.1080/14697688.2016.1170194zbMath1400.91558arXiv1508.04487OpenAlexW1635210704MaRDI QIDQ4554232
Publication date: 13 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.04487
Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65) Low-dimensional dynamical systems (37E99) Portfolio theory (91G10) Local and nonlocal bifurcation theory for dynamical systems (37G99)
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Uses Software
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