Эта публикация цитируется в 3 статьях

Using a mean-changing stochastic processes exit–entry model for stock market long–short prediction

Sebastien Lleo^a, Mikhail Zhitlukhin^b, William T. Ziemba<sup>cd

a</sup> NEOMA Business School in Reims, France
^b Steklov Mathematical Institute of Russian Academy of Sciences
^c University of British Columbia in Vancouver, BC, Canada
^d Systemic Risk Centre at the London School of Economics in London, UK


Принята в печать: 27.09.2022

Язык публикации: английский

DOI: 10.3905/jpm.2022.1.429