"Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model ..."

Zimo Zhu et al. (2020)

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DOI: 10.1109/COMPSAC48688.2020.00-75

access: closed

type: Conference or Workshop Paper

metadata version: 2020-09-29

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Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram:
Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data. COMPSAC 2020: 1308-1313

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