[IEEE 2018 IEEE Statistical Signal Processing Workshop (SSP) - Freiburg im Breisgau, Germany (2018.6.10-2018.6.13)] 2018 IEEE Statistical Signal Processing Workshop (SSP) - Optimal Portfolio Design for Statistical Arbitrage in Finance
Zhao, Ziping, Zhou, Rui, Wang, Zhongju, Palomar, Daniel P.Year:
2018
Language:
english
DOI:
10.1109/SSP.2018.8450775
File:
PDF, 1.01 MB
english, 2018