LIBROS DEL AUTOR: simon dablemont

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  • Forecasting of High Frequency Financial Time Series
    Simon DABLEMONT
    Analysis of time series is very useful in science to realize modeling, filtering, prediction or smoothing. In the highly complex market structure the intra-day dealers are faced with different constraints and use different strategies to reach their financial goals such as maximizing their profits or utility function after adjusting for market risk. The procedures descri...
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