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RACORN-K: Risk-Aversion Pattern Matching-based Portfolio Selection

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]

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Yang Wang

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Dong Wang

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Thomas Fang Zheng

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