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Shortfall Risk Minimization in Discrete Time Financial Market Models.

Noufel Frikha
Published in: SIAM J. Financial Math. (2014)
Keyphrases
  • risk minimization
  • financial markets
  • complex systems
  • information systems
  • feature selection
  • pairwise
  • probabilistic model
  • data mining techniques
  • historical data
  • trading systems