一類廣義雙重線性策略的強健性研究

Thesis

一類廣義雙重線性策略的強健性研究

王新瑜

Masters, National Tsing Hua University

2023

Abstract

強健性

時變參數

隨機正向系統

序列相關報酬

馬可夫鍊

robustness

time-varying parameters

stochastic positive systems

serially correlated returns

Markov chain

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Title: 一類廣義雙重線性策略的強健性研究
Translated title: 一類廣義雙重線性策略的強健性研究
Creators: 王新瑜 (Author)
Contributors: 謝宗翰 (Advisor)
Awarding Institution: National Tsing Hua University; Masters
Theses and Dissertations: Masters, National Tsing Hua University
Resource Type: Thesis
Date published: 2023
Language: English