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Stochastic flow diagrams

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Publication:5168377

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DOI10.3233/AF-140032zbMath1291.90275MaRDI QIDQ5168377

Neil J. Calkin, Marcos López de Prado

Publication date: 4 July 2014

Published in: Algorithmic Finance (Search for Journal in Brave)

zbMATH Keywords

time series graph theory topology financial flows macro trading

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic network models in operations research (90B15) Financial applications of other theories (91G80) Time series analysis of dynamical systems (37M10) Flows in graphs (05C21)

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