nmdang's tags

abrupt-changes artificial-intelligence bayesian-adaptive-trading behavioral-finance black-scholes boosting brownian-motion cart continuous-time diffusion discrete-martingale early-detection econometrics econophysicist efficient-market-hypothesis finance-handbook financial-risk financial-time-series finite-difference friction functional-analysis hedge-fund high-frequency incomplete-gamma information-theory intraday-volume learning limit-order-book limit-theorem market-impact markov-process mesh-connected microstructure nao numerical-method optimal-control optimal-trading order-book order-statistic portfolio price probability quantitative sde sorting statistical stochastic-algorithm stochastic-calculus stochastic-control stochastic-control-with-delay stochastic-finance stochastic-integration stochastic-process trading utility-based-framwork viscosity-solution yield-curve

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