Sparse, mean reverting portfolio selection using simulated annealing (Q5420718)
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scientific article; zbMATH DE number 6304173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse, mean reverting portfolio selection using simulated annealing |
scientific article; zbMATH DE number 6304173 |
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Sparse, mean reverting portfolio selection using simulated annealing (English)
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13 June 2014
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