An unsupervised learning framework for marketneutral portfolio

Salvatore Cuomo, Federico Gatta, Fabio Giampaolo, Carmela Iorio, Francesco Piccialli. An unsupervised learning framework for marketneutral portfolio. Expert Syst. Appl., 192:116308, 2022. [doi]

Authors

Salvatore Cuomo

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Federico Gatta

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Fabio Giampaolo

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Carmela Iorio

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Francesco Piccialli

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