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Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt.

Maria FloraRoberto Renò
Published in: SIS (2021)
Keyphrases
  • financial markets
  • stock market
  • portfolio selection
  • risk management
  • market data
  • short term
  • agent based modeling
  • databases
  • information retrieval
  • open source
  • historical data
  • trading rules