Feature selection for portfolio optimization
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- Feature_Selection_for_Portfolio_Optimization
Accepted author manuscript, 324 KB, PDF document
Original language | English |
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Journal | Annals of Operations Research |
Volume | 256 |
Issue number | 1 |
Pages (from-to) | 21-40 |
Number of pages | 20 |
ISSN | 0254-5330 |
DOIs | |
Publication status | Published - Sep 2017 |
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ID: 160969857