The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios (Q1620236)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios |
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The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios (English)
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13 November 2018
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cumulant tensors
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ALS-class algorithm
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Hurst exponent
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financial data analysis
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stock exchange
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