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On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes.

Kristoffer J. GloverPeter W. DuckDavid P. Newton
Published in: SIAM J. Appl. Math. (2010)
Keyphrases
  • nonlinear models
  • financial markets
  • linear model
  • linear models
  • statistical models
  • logistic regression
  • control law
  • closed loop
  • training data
  • expert systems