Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients.

Mashael Algoulity Bujar Gashi

Published in: CoDIT (2023)

Keyphrases

stock market
decision making
financial data
stock price
financial markets
real time
dynamic programming
financial crisis
stock returns
weighting coefficients
particle filter
closed form
worst case
linear combination
object tracking
optimal solution
particle filtering
optimal control
investment strategies