Discovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting

ЗаголовокDiscovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting
Тип публикацииConference Paper
Год публикации2008
АвторыGavrishchaka V, Barinova O, Vezhnevets A, Monina M
КонференцияComputational Finance and its Applications III
Язык публикацииEnglish
URLhttp://library.witpress.com/pages/PaperInfo.asp?PaperID=18909
Ключ цитирования21