A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation

Min Gan, Long Chen, Chun-Yang Zhang, Hui Peng. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation. IEEE Access, 4:8035-8043, 2016. [doi]

Authors

Min Gan

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Long Chen

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Chun-Yang Zhang

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Hui Peng

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