The time diversification monitoring of a stock portfolio: an approach based on the fractal dimension

Mehmed M. Kantardzic, Pedram Sadeghian, Chun Shen. The time diversification monitoring of a stock portfolio: an approach based on the fractal dimension. In Hisham Haddad, Andrea Omicini, Roger L. Wainwright, Lorie M. Liebrock, editors, Proceedings of the 2004 ACM Symposium on Applied Computing (SAC), Nicosia, Cyprus, March 14-17, 2004. pages 637-641, ACM, 2004. [doi]

@inproceedings{KantardzicSS04,
  title = {The time diversification monitoring of a stock portfolio: an approach based on the fractal dimension},
  author = {Mehmed M. Kantardzic and Pedram Sadeghian and Chun Shen},
  year = {2004},
  doi = {10.1145/967900.968034},
  url = {http://doi.acm.org/10.1145/967900.968034},
  tags = {rule-based, systematic-approach},
  researchr = {https://researchr.org/publication/KantardzicSS04},
  cites = {0},
  citedby = {0},
  pages = {637-641},
  booktitle = {Proceedings of the 2004 ACM Symposium on Applied Computing (SAC), Nicosia, Cyprus, March 14-17, 2004},
  editor = {Hisham Haddad and Andrea Omicini and Roger L. Wainwright and Lorie M. Liebrock},
  publisher = {ACM},
  isbn = {1-58113-812-1},
}