yin-zhao-appendix.pdf
Creators:
Xiangkang Yin
;
Jing Zhao
From the dataset abstract
This paper develops a novel approach to information-based securities trading by characterizing the hidden state of the market, which varies following a Markov process. Extensive...
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/2c7f83f5-60a2-40d1-b4db-4edd1c1a6c6f/resource/590fc4a4-96bd-4ef0-aec1-88473d7512ed/download/yin-zhao-appendix.pdf |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
