Trend representation based log-density regularization system for portfolio optimization

Pei-Yi Yang, Zhao-Rong Lai, Xiaotian Wu, Liangda Fang. Trend representation based log-density regularization system for portfolio optimization. Pattern Recognition, 76:14-24, 2018. [doi]

Authors

Pei-Yi Yang

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Zhao-Rong Lai

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Xiaotian Wu

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Liangda Fang

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