Yang Wang, Dong Wang, Thomas Fang Zheng. RACORN-K: Risk-Aversion Pattern Matching-based Portfolio Selection. In Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018, Honolulu, HI, USA, November 12-15, 2018. pages 1816-1820, IEEE, 2018. [doi]
Abstract is missing.