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"Portfolio optimization for cointelated pairs: SDEs vs Machine learning."

Babak Mahdavi-Damghani et al. (2020)

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DOI: 10.3233/AF-200311

access: closed

type: Journal Article

metadata version: 2021-02-19

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  - https://dblp.org/rec/journals/af/Mahdavi-Damghani20
Babak Mahdavi-Damghani, Konul Mustafayeva, Cristin Buescu, Stephen Roberts:
Portfolio optimization for cointelated pairs: SDEs vs Machine learning. Algorithmic Finance 8(3-4): 101-125 (2020)

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