Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization. Quintana, D., García-Rodríguez, S., Cincotti, S., & Isasi, P. Int. J. Comput. Intell. Syst., 8(5):874–885, 2015. Paper doi bibtex @article{DBLP:journals/ijcisys/QuintanaGCI15,
author = {David Quintana and
Sandra Garc{\'{\i}}a{-}Rodr{\'{\i}}guez and
Silvano Cincotti and
Pedro Isasi},
title = {Combining RMT-based filtering with time-stamped resampling for robust
portfolio optimization},
journal = {Int. J. Comput. Intell. Syst.},
volume = {8},
number = {5},
pages = {874--885},
year = {2015},
url = {https://doi.org/10.1080/18756891.2015.1084707},
doi = {10.1080/18756891.2015.1084707},
timestamp = {Fri, 02 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/bib/journals/ijcisys/QuintanaGCI15},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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