A kernel-based trend pattern tracking system for portfolio optimization

Zhao-Rong Lai, Pei-Yi Yang, Xiaotian Wu, Liangda Fang. A kernel-based trend pattern tracking system for portfolio optimization. Data Min. Knowl. Discov., 32(6):1708-1734, 2018. [doi]

Authors

Zhao-Rong Lai

This author has not been identified. Look up 'Zhao-Rong Lai' in Google

Pei-Yi Yang

This author has not been identified. Look up 'Pei-Yi Yang' in Google

Xiaotian Wu

This author has not been identified. Look up 'Xiaotian Wu' in Google

Liangda Fang

This author has not been identified. Look up 'Liangda Fang' in Google