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.
Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization [link]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}
}

Downloads: 0