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"Index tracking using data-mining techniques and mixed-binary linear ..."

Oliver Strub, Philipp Baumann (2015)

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DOI: 10.1109/IEEM.2015.7385839

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Oliver Strub, Philipp Baumann:
Index tracking using data-mining techniques and mixed-binary linear programming. IEEM 2015: 1208-1212

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