"A novel dynamic asset allocation system using Feature Saliency Hidden ..."

Elizabeth Fons et al. (2021)

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DOI: 10.1016/J.ESWA.2020.113720

access: closed

type: Journal Article

metadata version: 2021-09-16

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  - https://dblp.org/rec/journals/eswa/FonsDYZK21
Elizabeth Fons, Paula Dawson, Jeffrey Yau, Xiao-Jun Zeng, John A. Keane:
A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing. Expert Syst. Appl. 163: 113720 (2021)

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