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"Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical ..."
Salvatore M. Carta et al. (2021)
- Salvatore M. Carta

, Sergio Consoli
, Alessandro Sebastian Podda
, Diego Reforgiato Recupero
, Maria Madalina Stanciu
:
Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical Arbitrage. IEEE Access 9: 29942-29959 (2021)

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