Asymptotic arbitrage in large financial markets.
Yuri M. KabanovDmitry O. KramkovPublished in: Finance Stochastics (1998)
Keyphrases
- financial markets
- stock price
- stock market
- portfolio selection
- risk management
- market data
- technical indicators
- agent based modeling
- information retrieval
- trading rules
- multi agent systems
- news articles
- association rules
- trading systems
- case study
- global economy
- information systems
- search engine
- databases
- stock returns