Analysis of stochastic technical trading algorithms
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KeywordsCUSUM; Girshick-Rubin; Graversen-Peskir-Shiryaev; Brodsky-Darkovsky; trading algorithm; DAX;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-07-02 (All new papers)
- NEP-CMP-2016-07-02 (Computational Economics)
- NEP-MST-2016-07-02 (Market Microstructure)
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