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"Searching Co-integrated Portfolios by a Genetic Algorithm."

Pravesh Kriplani, Luigi Troiano (2009)

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DOI: 10.1109/NABIC.2009.5393522

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-04

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Pravesh Kriplani, Luigi Troiano:
Searching Co-integrated Portfolios by a Genetic Algorithm. NaBIC 2009: 362-366

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