%0 Journal Article %1 journals/af/Mahdavi-Damghani20 %A Mahdavi-Damghani, Babak %A Mustafayeva, Konul %A Buescu, Cristin %A Roberts, Stephen %D 2020 %J Algorithmic Finance %K dblp %N 3-4 %P 101-125 %T Portfolio optimization for cointelated pairs: SDEs vs Machine learning. %U http://dblp.uni-trier.de/db/journals/af/af8.html#Mahdavi-Damghani20 %V 8

@article{journals/af/Mahdavi-Damghani20, added-at = {2021-02-19T00:00:00.000+0100}, author = {Mahdavi-Damghani, Babak and Mustafayeva, Konul and Buescu, Cristin and Roberts, Stephen}, biburl = {https://www.bibsonomy.org/bibtex/2e9fc20232aa53a77f78fb3d75d86883c/dblp}, ee = {https://doi.org/10.3233/AF-200311}, interhash = {85fd9bde2d7da5f9f55d9e0091a538b0}, intrahash = {e9fc20232aa53a77f78fb3d75d86883c}, journal = {Algorithmic Finance}, keywords = {dblp}, number = {3-4}, pages = {101-125}, timestamp = {2024-04-08T17:44:07.000+0200}, title = {Portfolio optimization for cointelated pairs: SDEs vs Machine learning.}, url = {http://dblp.uni-trier.de/db/journals/af/af8.html#Mahdavi-Damghani20}, volume = 8, year = 2020 }