8 research outputs found

    On the Winning Virtuous Strategies for Ultra High Frequency Electronic Trading in Foreign Currencies Exchange Markets

    Full text link

    On the Tracking and Replication of Hedge Fund Optimal Investment Portfolio Strategies in Global Capital Markets in Presence of Nonlinearities, Applying Bayesian Filters: 1. Stratanovich Kalman Bucy Filters for Gaussian Linear Investment Returns Distribution and 2. Particle Filters for Non-Gaussian Non-Linear Investment Returns Distribution

    No full text

    Theoretischer Teil

    No full text
    corecore