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"A clustering time series model for the optimal hedge ratio decision making."

Yu-Chia Hsu, An-Pin Chen (2014)

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DOI: 10.1016/J.NEUCOM.2014.01.026

access: closed

type: Journal Article

metadata version: 2017-05-20

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Yu-Chia Hsu, An-Pin Chen:
A clustering time series model for the optimal hedge ratio decision making. Neurocomputing 138: 358-370 (2014)

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