Analysis of stochastic technical trading algorithms
Year of publication: |
June 2016
|
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Authors: | Höchstötter, Markus ; Safarian, Mher M. ; Krumetsadik, Anna |
Publisher: |
Karlsruhe : Karlsruher Institut für Technologie |
Subject: | CUSUM | Girshick-Rubin | Graversen-Peskir-Shiryaev | Brodsky-Darkovsky | trading algorithm | DAX | Theorie | Theory | Algorithmus | Algorithm | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
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Series: | Working paper series in economics. - Karlsruhe : [Verlag nicht ermittelbar], ISSN 2190-9806, ZDB-ID 2573087-3. - Vol. no. 91 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.5445/IR/1000055429 [DOI] hdl:10419/142154 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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