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"The use of Biweight Mid Correlation to improve graph based portfolio ..."

Patrick Veenstra, Colin Cooper, Steve Phelps (2016)

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DOI: 10.1109/CEEC.2016.7835896

access: closed

type: Conference or Workshop Paper

metadata version: 2019-04-03

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Patrick Veenstra, Colin Cooper, Steve Phelps:
The use of Biweight Mid Correlation to improve graph based portfolio construction. CEEC 2016: 101-106

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