Search | Science Publications

Research ArticleOpen accessIn the keywordsApplication of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic TradingAldo Taranto, Shahjahan KhanBi-directional Grid Constrained (BGC) Stochastic Processes (BGCSP) become more constrained the further they drift away from the origin or time axis are examined here. As they drift further away from the time axis, then the greater the likelihood of stopping, as if by two hidden reflective barriers. The theory of BGCSP is applied to a trading environment in which long … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 6 Mar 2021 · 8,524 accessesView PDF Cite

1 article for “Bi-Directional Grids”