Bertram's pairs trading strategy with bounded risk.

Vladimír Holý Michal Cerný

Published in: Central Eur. J. Oper. Res. (2022)

Keyphrases

risk management
risk assessment
high risk
risk factors
risk measures
early warning
decision making
clustering algorithm
multi agent
real time
pairwise
multi agent systems
risk analysis
special case
multiscale
decision trees
information systems
computer vision
artificial intelligence