[IEEE 2019 11th International Symposium on Image and Signal Processing and Analysis (ISPA) - Dubrovnik, Croatia (2019.9.23-2019.9.25)] 2019 11th International Symposium on Image and Signal Processing and Analysis (ISPA) - Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization
Begusic, Stjepan, Kostanjcar, ZvonkoYear:
2019
Language:
english
DOI:
10.1109/ispa.2019.8868482
File:
PDF, 1.89 MB
english, 2019