Markovian projections for Itô semimartingales with jumps

By Martin Larsson, Shukun Long

Published 2024-03-24

Everscope rating

1551.4

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Markovian projection. Problem types: Time Series Forecasting, Optimization.

arXiv:2403.15980 · Paper rankings

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