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"Sparse, mean reverting portfolio selection using simulated annealing."

Norbert Fogarasi, János Levendovszky (2013)

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DOI: 10.3233/AF-13026

access: closed

type: Journal Article

metadata version: 2017-05-17

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  - https://dblp.org/rec/journals/af/FogarasiL13
Norbert Fogarasi, János Levendovszky:
Sparse, mean reverting portfolio selection using simulated annealing. Algorithmic Finance 2(3-4): 197-211 (2013)

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