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Optimal switching under a hybrid diffusion model and applications to stock trading.

Siyu LvZhen WuQing Zhang
Published in: Autom. (2018)
Keyphrases
  • diffusion model
  • stock trading
  • anisotropic diffusion
  • diffusion models
  • diffusion process
  • stock exchange
  • information diffusion
  • diffusion tensor
  • financial data