Gaussian process-based algorithmic trading strategy identification
Yang, Steve Y., Qiao, Qifeng, Beling, Peter A., Scherer, William T., Kirilenko, Andrei A.Langue:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1011684
Date:
March, 2015
Fichier:
PDF, 1.87 MB
english, 2015