평균회귀과정에서의 거래전략 최적화 연구A study on the trading strategy optimization under the mean-reversion process
- Advisors
- 현정순researcher; Hyun, Jung-Soon
- Description
- 한국과학기술원 : 금융전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2012
- Identifier
- 488883/325007 / 020103723
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ v, 43 p. ]
- Keywords
평균회귀과정; Mean-Reversion Process; Trading Strategy Optimization; 거래전략 최적화
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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