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A comprehensive comparison of time series described by linguistic summaries and its application to the comparison of performance of a mutual fund and its benchmark

Janusz Kacprzyk, Anna Wilbik. A comprehensive comparison of time series described by linguistic summaries and its application to the comparison of performance of a mutual fund and its benchmark. In FUZZ-IEEE 2010, IEEE International Conference on Fuzzy Systems, Barcelona, Spain, 18-23 July, 2010, Proceedings. pages 1-8, IEEE, 2010. [doi]

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