In modern financial markets, one of the key concerns of large market participants is how to trade in significant size without creating an adverse effect on price. Solutions have included technical ...
We propose stringing, a class of methods where one views high-dimensional observations as functional data. Stringing takes advantage of the high dimension by representing such data as discretized and ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback