Items where Author is "Zhitlukhin, Mikhail"

Monograph

Lleo, Sebastien, Zhitlukhin, Mikhail and Ziemba, William (2021) Using a mean changing stochastic processes exit-entry model for stock market long-short prediction. Systemic Risk Centre Discussion Papers (109). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.