搜索结果: 1-1 共查到“应用统计数学 identification”相关记录1条 . 查询时间(0.063 秒)
Statistical identification with hidden Markov models of large order splitting strategies in an equity market
Statistical identification hidden Markov models order splitting strategies
font style='font-size:12px;'>
2010/4/27
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and...