Convergence of Time-Continous Disturbed Martingales and Financial Market Modelling
Richard RödlerPublished in: Universität Trier, Mathematik/Informatik, Forschungsbericht (1999)
Keyphrases
- financial markets
- stock price
- stock market
- technical indicators
- black scholes
- risk management
- agent based models
- fractional brownian motion
- early warning
- portfolio theory
- financial institutions
- information extraction
- trading systems
- probability theory
- databases
- case based reasoning
- association rules
- reinforcement learning
- decision making