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://jda-test.zbw.eu/dataset/1814b105-aded-4d47-aa17-b0ff1f9e910e/resource/5859b98c-b20a-4b55-a97b-8c27f7639aa2/download/yin-zhao-appendix.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
