Kelly model and its application in high frequency trading

LUO Yong, ZHU Bo

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (3) : 569-580.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (3) : 569-580. DOI: 10.12011/1000-6788(2016)03-0569-12

Kelly model and its application in high frequency trading

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(3): 569-580 https://doi.org/10.12011/1000-6788(2016)03-0569-12

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