Learning zero-cost portfolio selection with pattern matching
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- Fayyaaz Loonat & Tim Gebbie, 2018. "Learning zero-cost portfolio selection with pattern matching," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-38, September.
- Joel da Costa & Tim Gebbie, 2020. "Learning low-frequency temporal patterns for quantitative trading," Papers 2008.09481, arXiv.org.
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