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Extending the Fama and French model with a long term memory factor.

María Nieves López-GarcíaJuan Evangelista Trinidad SegoviaMiguel Ángel Sánchez GraneroIgor Pouchkarev
Published in: Eur. J. Oper. Res. (2021)
Keyphrases
  • long term memory
  • computational model
  • high level
  • probability distribution
  • short term
  • long term
  • probabilistic model
  • artificial intelligence
  • genetic programming