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A convex combination approach for Markov switching CAPM of interval data.
Woraphon Yamaka
Rungrapee Phadkantha
Published in:
Soft Comput. (2021)
Keyphrases
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interval data
minmax regret
shortest path problem
markov chain
data clustering
temporal data
multivariate data
shortest path
directed acyclic graph
data sets
multiple objectives