Login / Signup

REFER: Randomized Online Factor Selection Framework for portfolio Management.

Yuyuan LiChaochao ChenXiaolin ZhengYan WangBiao Gong
Published in: Expert Syst. Appl. (2023)
Keyphrases
  • sample size
  • portfolio management
  • portfolio selection
  • signal processing
  • statistical analysis
  • factor analysis