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source:"econis"
~isPartOf:"Computational economics"
~isPartOf:"Gabler Edition Wissenschaft"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Electronic trading
19
Elektronisches Handelssystem
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Theorie
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10
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10
Portfolio selection
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Ceffer, Attila
2
Fogarasi, Norbert
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Huang, Ya-Chi
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Levendovszky, Janos
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Levendovszky, János
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Sipos, I. Róbert
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Computational economics
Gabler Edition Wissenschaft
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ECONIS (ZBW)
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Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila
;
Levendovszky, Janos
;
Fogarasi, Norbert
- In:
Computational economics
54
(
2019
)
1
,
pp. 281-303
Persistent link: https://www.econbiz.de/10012134161
Saved in:
2
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
Saved in:
3
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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