Babak Mahdavi-Damghani

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Factor Analysis

Portfolio Management

Top Venues

Algorithmic Finance

Publications

Babak Mahdavi-Damghani, Konul Mustafayeva, Cristin Buescu, Stephen Roberts
Portfolio optimization for cointelated pairs: SDEs vs Machine learning. Algorithmic Finance 8 (3-4) (2020)