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A Dynamic Mean-Variance Analysis for Log Returns.

Min DaiHanqing JinSteven KouYuhong Xu
Published in: Manag. Sci. (2021)
Keyphrases
  • wide range
  • statistical analysis
  • dynamic environments
  • utility function
  • decision trees
  • learning algorithm
  • high level
  • feature extraction
  • multi agent
  • data analysis
  • information technology
  • artificial neural networks