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Artificial Intelligence for Financial Markets

Thomas Barrau and Raphael Douady

... R. (2009). Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy? The Review of Financial Studies, 22(5), 1915vf1953. Gârleanu, N., & Pedersen ... Lin, D., & Wang, S. (2002). A genetic algorithm for portfolio ...

for portfolio ...

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Artificial Intelligence for Financial Markets: The Polymodel Approach (Financial Mathematics and Fintech)

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Length: 182 pages

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