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"Discovery of Multi-spread Portfolio Strategies for Weakly-cointegrated ..."

Valeriy V. Gavrishchaka (2006)

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DOI: 10.2991/JCIS.2006.174

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-10

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  - conf/jcis/Gavrishchaka06
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Valeriy V. Gavrishchaka:
Discovery of Multi-spread Portfolio Strategies for Weakly-cointegrated Instruments Using Boosting-based Optimization. JCIS 2006

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