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]
@article{YangLWF18,
title = {Trend representation based log-density regularization system for portfolio optimization},
author = {Pei-Yi Yang and Zhao-Rong Lai and Xiaotian Wu and Liangda Fang},
year = {2018},
doi = {10.1016/j.patcog.2017.10.024},
url = {https://doi.org/10.1016/j.patcog.2017.10.024},
researchr = {https://researchr.org/publication/YangLWF18},
cites = {0},
citedby = {0},
journal = {Pattern Recognition},
volume = {76},
pages = {14-24},
}