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Statistical arbitrage in jump-diffusion models with compound Poisson processes.
Erdinc Akyildirim
Frank J. Fabozzi
Ahmet Göncü
Ahmet Sensoy
Published in:
Ann. Oper. Res. (2022)
Keyphrases
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poisson processes
diffusion models
poisson process
diffusion model
information diffusion
social networks
influence maximization
steady state
viral marketing
machine learning
social interaction
greedy algorithm
latent variables
network analysis
probabilistic model
dynamic programming
image segmentation