Wei Wei, Jinyan Li, Longbing Cao, Jingguang Sun, Chunming Liu, Mu Li. Optimal Allocation of High Dimensional Assets through Canonical Vines. In Jian Pei, Vincent S. Tseng, Longbing Cao, Hiroshi Motoda, Guandong Xu, editors, Advances in Knowledge Discovery and Data Mining, 17th Pacific-Asia Conference, PAKDD 2013, Gold Coast, Australia, April 14-17, 2013, Proceedings, Part I. Volume 7818 of Lecture Notes in Computer Science, pages 366-377, Springer, 2013. [doi]
Abstract is missing.