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5 research outputs found
Contributions to covariance estimation, correlated assets trading and implied variance model
Author
Mustafayeva Konul
Publication venue
Publication date
01/06/2020
Field of study
No full text
King's Research Portal
Portfolio Optimization for Cointelated Pairs: SDEs vs Machine Learning
Author
Buescu Cristin
Mahdavi-Damghani Babak
Mustafayeva Konul
Roberts Stephen
Publication venue
'IOS Press'
Publication date
07/01/2021
Field of study
Get PDF
King's Research Portal
Portfolio Optimization in the Context of Cointelated Pairs: Stochastic Differential Equation vs. Machine Learning Approach
Author
A Al-Aradi
Al-Jarrah
+32Â more
B Mahdavi-Damghani
B Mahdavi-Damghani
B Mahdavi-Damghani
B Mahdavi-Damghani
B Mahdavi-Damghani
B Mahdavi-Damghani
B Mahdavi-Damghani
B Mahdavi-Damghani
Babak Mahdavi-Damghani
C Leonard
Cristin Buescu
D Hendricks
E Soeryana
G Uhlenbeck
H Benaroya
H Markowitz
H Tucker
J Cox
J Gatheral
J Sirignano
J.-G Lee
K Cukier
Konul Mustafayeva
M Lo�velo�lo�ve
R Elliot
R Korn
S Fan
S Mudchanatongsuk
Stephen Roberts
T C Johnson
Van Der
X Jin
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
No full text
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