평균회귀과정에서의 거래전략 최적화 연구A study on the trading strategy optimization under the mean-reversion process
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 현정순 | - |
| dc.contributor.advisor | Hyun, Jung-Soon | - |
| dc.contributor.author | 권순규 | - |
| dc.contributor.author | Kwon, Soon-Gyu | - |
| dc.date.accessioned | 2013-09-12T02:28:05Z | - |
| dc.date.available | 2013-09-12T02:28:05Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488883&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181412 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ v, 43 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 평균회귀과정 | - |
| dc.subject | Mean-Reversion Process | - |
| dc.subject | Trading Strategy Optimization | - |
| dc.subject | 거래전략 최적화 | - |
| dc.title | 평균회귀과정에서의 거래전략 최적화 연구 | - |
| dc.title.alternative | A study on the trading strategy optimization under the mean-reversion process | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 488883/325007 | - |
| dc.description.department | 한국과학기술원 : 금융전공, | - |
| dc.identifier.uid | 020103723 | - |
| dc.contributor.localauthor | 현정순 | - |
| dc.contributor.localauthor | Hyun, Jung-Soon | - |
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