Methas Rattanasorn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta. Modelling Co-movement and Portfolio Optimization of Gold and Global Major Currencies. In Van-Nam Huynh, Masahiro Inuiguchi, Bac Le, Bao Nguyen Le, Thierry Denoeux, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 5th International Symposium, IUKM 2016, Da Nang, Vietnam, November 30 - December 2, 2016, Proceedings. Volume 9978 of Lecture Notes in Computer Science, pages 612-623, 2016. [doi]
Abstract is missing.