@article{DBLP:journals/access/CartaCPRS21,
  author    = {Salvatore M. Carta and
               Sergio Consoli and
               Alessandro Sebastian Podda and
               Diego Reforgiato Recupero and
               Maria Madalina Stanciu},
  title     = {Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical
               Arbitrage},
  journal   = {{IEEE} Access},
  volume    = {9},
  pages     = {29942--29959},
  year      = {2021},
  url       = {https://doi.org/10.1109/ACCESS.2021.3059187},
  doi       = {10.1109/ACCESS.2021.3059187},
  timestamp = {Mon, 07 Feb 2022 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/journals/access/CartaCPRS21.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

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