Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal investment problem with M-CEV model: closed form solution and
  applications to the algorithmic trading   This paper studies an optimal investment problem under M-CEV with power
utility function. Using Laplace transform we obtain explicit expression for
optimal strategy in terms of confluent hypergeometric functions. For obtained
representations we derive asymptotic and approximation formulas contains only
elementary functions and continued fractions. These formulas allow to make
analysis of impact of model's parameters and effects of parameters
misspecification. In addition we propose some extensions of obtained results
that can be applicable for algorithmic strategies.

22
The categories of this paper are: chao-dyn
14
The categories of this paper are: math-ph
1
The categories of this paper are: cs
31
The categories of this paper are: ao-sci
25
The categories of this paper are: patt-sol
2
The categories of this paper are: math
12
The categories of this paper are: nucl-th
35
The categories of this paper are: mtrl-th
24
The categories of this paper are: dg-ga
37
The categories of this paper are: supr-con
6
The categories of this paper are: astro-ph
30
The categories of this paper are: q-alg
29
The categories of this paper are: funct-an
10
The categories of this paper are: q-bio
5
The categories of this paper are: gr-qc
36
The categories of this paper are: cmp-lg