Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay.

Jiangming Ma Xiankang Luo

Published in: Complex. (2021)

Keyphrases

mathematical model
management system
data analysis
distributed systems
high level
optimal solution
prior knowledge
cost function
statistical analysis
parameter estimation
theoretical framework
experimental data
formal model
mathematical models
finite state machines
empirical data