A Mathematical Analysis of Technical Analysis
From MaRDI portal
Publication:5378529
DOI10.1080/1350486X.2019.1588136zbMath1410.91424arXiv1710.09476MaRDI QIDQ5378529
Bin Zou, Zhou Zhou, Matthew Lorig
Publication date: 3 June 2019
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.09476
simulationOrnstein-Uhlenbeck processutility maximizationpartial informationcontinuous-time Markov chainmoving averageoptimal investmentlong-term growth
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Cites Work
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