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Estimating a Hedge Fund Return Model Based on a Small Number of Samples.
Dmitriy Levchenkov
Thomas F. Coleman
Yuying Li
Published in:
INFOR Inf. Syst. Oper. Res. (2009)
Keyphrases
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small number of samples
microarray data
huge number
high dimensionality
training samples
gene selection
investment strategies
data sets
high dimensional
database
feature space
multi class
portfolio selection