Portfolio Optimization through Data Conditioning and Aggregation

Elaine Wah, Yi Mei, Benjamin W. Wah. Portfolio Optimization through Data Conditioning and Aggregation. In IEEE 23rd International Conference on Tools with Artificial Intelligence, ICTAI 2011, Boca Raton, FL, USA, November 7-9, 2011. pages 253-260, IEEE, 2011. [doi]

@inproceedings{WahMW11,
  title = {Portfolio Optimization through Data Conditioning and Aggregation},
  author = {Elaine Wah and Yi Mei and Benjamin W. Wah},
  year = {2011},
  doi = {10.1109/ICTAI.2011.46},
  url = {http://doi.ieeecomputersociety.org/10.1109/ICTAI.2011.46},
  researchr = {https://researchr.org/publication/WahMW11},
  cites = {0},
  citedby = {0},
  pages = {253-260},
  booktitle = {IEEE 23rd International Conference on Tools with Artificial Intelligence, ICTAI 2011, Boca Raton, FL, USA, November 7-9, 2011},
  publisher = {IEEE},
  isbn = {978-1-4577-2068-0},
}