Inventory Management for High-Frequency Trading with Imperfect Competition.
Sebastian HerrmannJohannes Muhle-KarbeDapeng ShangChen YangPublished in: SIAM J. Financial Math. (2020)
Keyphrases
- high frequency
- inventory management
- low frequency
- supply chain
- high resolution
- vehicle routing
- electronic commerce
- wavelet transform
- supply chain management
- subband
- high frequencies
- wavelet coefficients
- robust optimization
- spare parts
- high frequency components
- low and high frequency
- discrete wavelet transform
- lost sales
- vehicle routing problem
- image data