Pointwise Arbitrage Pricing Theory in Discrete Time.

Matteo Burzoni Marco Frittelli Zhaoxu Hou Marco Maggis Jan Oblój

Published in: Math. Oper. Res. (2019)

Keyphrases

pointwise
weighted sum
nonparametric regression
financial markets
polynomial approximation
information retrieval
high quality
feature space
dynamic programming
image data
markov chain
roc curve
formal theory