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A log likelihood process for optimal entry / exit / stopping.

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369geofreeman/Ornstein_Uhlenbeck_Model

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Ornstein_Uhlenbeck_Model

Divided into three sections:

  • Estimate the Ornstein Uhlenbeck parameters with log likelihood
  • Apply the parameters to solve the optimal Stopping problem,
  • Plot the parameters for the final results and analysis.

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A log likelihood process for optimal entry / exit / stopping.

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