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Algorithmic Finance, Volume 10
Volume 10, Numbers 1-2, 2023
- Mavungu (John) Masiala:
Computation of financial risk using principal component analysis. 1-20 - Apurv Nigam, Piyush Pandey:
How smart is a momentum strategy? An empirical study of Indian equities. 21-37 - Andy M. Yip, William T. Ng, Ka-Wai Siu, Albert C. Cheung, Michael K. Ng:
Graph embedded dynamic mode decomposition for stock price prediction. 39-51 - Jaya P. N. Bishwal:
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model. 53-66
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