Markov Chains for High Frequency Stock Trading Strategies

Cesar C. AlmiƱana. Markov Chains for High Frequency Stock Trading Strategies. In Kohei Arai, editor, Intelligent Computing - Proceedings of the 2022 Computing Conference, Volume 1, SAI 2022, Virtual Event, 14-15 July 2022. Volume 506 of Lecture Notes in Networks and Systems, pages 681-694, Springer, 2022. [doi]

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