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[IEEE 2020 IEEE 44th Annual Computers, Software, and Applications Conference (COMPSAC) - Madrid, Spain (2020.7.13-2020.7.17)] 2020 IEEE 44th Annual Computers, Software, and Applications Conference (COMPSAC) - Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data
Zhu, Zimo, Thavaneswaran, Aerambamoorthy, Paseka, Alexander, Frank, Julieta, Thulasiram, RuppaYear:
2020
DOI:
10.1109/COMPSAC48688.2020.00-75
File:
PDF, 403 KB
2020