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1-3 of 3 results for cointelation

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Research article

First published 2020

Portfolio optimization for cointelated pairs: SDEs vs Machine learning

Babak Mahdavi-Damghani, Konul Mustafayeva, Cristin Buescu [...]

Algorithmic Finance

Open access

Research article

First published 2014-7

Tommaso Venturini, Nicolas Baya Laffite, Jean-Philippe Cointet [...]

Big Data & Society

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Research article

First published 2015-7

Nada AlMaghlouth, Rigas Arvanitis, Jean-Philippe Cointet [...]

International Sociology