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Quantitative Finance Volume 16, 2016 - Issue 11
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Research Papers

Dynamic mode decomposition for financial trading strategies

Jordan MannHarvard University, Cambridge, MA, USA.
&
J. Nathan KutzDepartment of Applied Mathematics, University of Washington, Seattle, WA, USA.Correspondence[email protected]
Pages 1643-1655 | Received 29 Jul 2015, Accepted 17 Mar 2016, Published online: 27 Apr 2016

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Kazi Redwan Shabab, Shakib Mustavee, Shaurya Agarwal, Mohamed H. Zaki & Sajal K. Das. (2023) Dynamic mode decomposition type algorithms for modeling and predicting queue lengths at signalized intersections with short lookback. Journal of Intelligent Transportation Systems 0:0, pages 1-15.
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