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"Implementation of machine learning in ℓ ∞ -based ..."
Jyotirmayee Behera, Pankaj Kumar (2024)
- Jyotirmayee Behera
, Pankaj Kumar
:
Implementation of machine learning in ℓ ∞ -based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market. Oper. Res. 24(4): 62 (2024)

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