Statistical arbitrage under a fractal price model.

Yun Xiang Shijie Deng

Published in: Ann. Oper. Res. (2024)

Keyphrases

probabilistic model
experimental data
statistical model
mathematical model
computational model
statistical information
multiresolution
data sets
em algorithm
theoretical framework
management system
statistical models
probability distribution
high level
case study
genetic algorithm
information retrieval