📣 Help Shape the Future of UKRI's Gateway to Research (GtR)

We're improving UKRI's Gateway to Research and are seeking your input! If you would be interested in being interviewed about the improvements we're making and to have your say about how we can make GtR more user-friendly, impactful, and effective for the Research and Innovation community, please email gateway@ukri.org.

Using a mean changing stochastic processes exit-entry model for stock market long-short prediction (2021)

First Author: Lleo S

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://www.systemicrisk.ac.uk/publications/discussion-papers/using-mean-changing-stochastic-processes-exit-entry-model-stock

Type: Working Paper

Volume: Systemic Risk Centre Discussion Paper Series

Issue: DP 109