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Intelligent Portfolio Theory and Arbitrage in Commodity Futures
2020 IEEE 18th International Conference on Industrial Informatics (INDIN),
2020
DOI:10.1109/INDIN45582.2020.9442250
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[2]
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Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance
IEEE Transactions on Signal Processing,
2019
DOI:10.1109/TSP.2019.2893862
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[3]
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Mean-Reverting Portfolio with Budget Constraint
SSRN Electronic Journal ,
2018
DOI:10.2139/ssrn.3158071
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[4]
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Mean-Reverting Portfolio With Budget Constraint
IEEE Transactions on Signal Processing,
2018
DOI:10.1109/TSP.2018.2799193
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[5]
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Mean-Reverting Portfolio with Budget Constraint
SSRN Electronic Journal ,
2018
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Information and Software Technologies
Communications in Computer and Information Science,
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