Bayesian Adaptive Trading with a Daily Cycle

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Author
Almgren, Robert
Lorenz, Julian
Date
2006
Type
    Journal Article
Publication status
published
External links
Journal / series
The journal of trading
Volume
1(4)
Pages / Article No.
38 - 46
Publisher
Institutional Investor
Organisational unit
03672 - Steger, Angelika / Steger, Angelika  
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yes
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