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Liquidity-constrained index tracking optimization models.
Eduardo Bered Fernandes Vieira
Tiago Pascoal Filomena
Leonardo Riegel Sant'Anna
Miguel A. Lejeune
Published in:
Ann. Oper. Res. (2023)
Keyphrases
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database
response surface
real time
neural network
probabilistic model
parameter estimation
statistical models
computer vision
data structure
statistical model
appearance model