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Irregularly-Spaced Financial High-Frequency Data Simulation Using Multi-Dimensional Hawkes Processes: Estimation, Prediction And Corresponding Trading Strategy
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2012 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2012. , 88 p.
Series
U.U.D.M. project report, 2012:11
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:uu:diva-175715OAI: oai:DiVA.org:uu-175715DiVA: diva2:532662
Educational program
Master Programme in Mathematics
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Examiners
Available from: 2012-06-12 Created: 2012-06-12 Last updated: 2012-06-12Bibliographically approved

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fulltext(1018 kB)744 downloads
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30bfbcbb40d569815844e37717317a5cc62700b0f16367dff6eab24458834bf681d04d548b9ed078aa3ea353640342f87c2a33d125048765b43466e3ba9a6f1d
Type fulltextMimetype application/pdf

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CiteExportLink to record
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