Stochastic approaches to asset price analysis

By Michael Sekatchev, Zhengxiang Zhou

Published 2024-07-09

Everscope rating

1144.7

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Stochastic modeling and filtering. Problem types: Time Series Forecasting, Asset Price Prediction.

arXiv:2407.06745 · Paper rankings

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