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Efficient online portfolio simulation using dynamic moving average model and benchmark index.

Amril Nazir
Published in: Int. J. Model. Simul. Sci. Comput. (2022)
Keyphrases
  • autoregressive
  • mathematical model
  • moving average
  • probabilistic model
  • prior knowledge
  • graphical models
  • linear model
  • hybrid model
  • portfolio optimization