Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram. Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data. In 44th IEEE Annual Computers, Software, and Applications Conference, COMPSAC 2020, Madrid, Spain, July 13-17, 2020. pages 1308-1313, IEEE, 2020. [doi]
Abstract is missing.