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DRICORN-K: A Dynamic RIsk CORrelation-driven Non-parametric Algorithm for Online Portfolio Selection.

, , и . SACAIR, том 1342 из Communications in Computer and Information Science, стр. 183-196. Springer, (2020)

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Jacobus van Zyl

Jacobus Zyl

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Terence McKay

Terence Zuber

 

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