Parallel Optimization of Sparse Portfolios with AR-HMMs
Crossref DOI link: https://doi.org/10.1007/s10614-016-9579-y
Published Online: 2016-04-07
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sipos, I. Róbert
Ceffer, Attila
Levendovszky, János
Text and Data Mining valid from 2016-04-07