Modeling and control for foreign exchange based on a continuous time stochastic microstructure model.
Hui PengTohru OzakiJuan Carlos JimenezPublished in: CDC (2002)
Keyphrases
- modeling framework
- databases
- mathematical model
- stochastic models
- probabilistic model
- stochastic model
- foreign exchange
- experimental data
- discrete event
- control system
- computational model
- optimal control
- modeling method
- decision support system
- natural language processing
- stochastic processes
- management system
- markov processes
- objective function