Salvatore Cuomo, Federico Gatta, Fabio Giampaolo, Carmela Iorio, Francesco Piccialli. An unsupervised learning framework for marketneutral portfolio. Expert Syst. Appl., 192:116308, 2022. [doi]
@article{CuomoGGIP22,
title = {An unsupervised learning framework for marketneutral portfolio},
author = {Salvatore Cuomo and Federico Gatta and Fabio Giampaolo and Carmela Iorio and Francesco Piccialli},
year = {2022},
doi = {10.1016/j.eswa.2021.116308},
url = {https://doi.org/10.1016/j.eswa.2021.116308},
researchr = {https://researchr.org/publication/CuomoGGIP22},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {192},
pages = {116308},
}