Robust Algorithmic Trading in a Generalized Lattice Market

Journal article

Robust Algorithmic Trading in a Generalized Lattice Market

宗翰謝 and 新瑜王

Journal of Ecnomic Dynamics and Control

02/2025

Appears in Publications (2025–Present)

Abstract

Portfolio Management;Stochastic Robustness;Robust Trading;Generalized Lattic Model;Serially Correlated Returns

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Title: Robust Algorithmic Trading in a Generalized Lattice Market
Creators - without role: 宗翰謝
新瑜王
Grant note: 國科會
Identifiers: 9957776734806774
Academic Unit: National Tsing Hua University
Language: English
Resource Type: Journal article
Publication Details: Journal of Ecnomic Dynamics and Control