[IEEE 2016 50th Asilomar Conference on Signals, Systems and Computers - Pacific Grove, CA, USA (2016.11.6-2016.11.9)] 2016 50th Asilomar Conference on Signals, Systems and Computers - Mean-reverting portfolio design via majorization-minimization method
Zhao, Ziping, Palomar, Daniel P.Year:
2016
Language:
english
DOI:
10.1109/ACSSC.2016.7869634
File:
PDF, 200 KB
english, 2016