Pei-Yi Yang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A kernel-based trend pattern tracking system for portfolio optimization
Data Mining and Knowledge Discovery
2020-01-21Paper
Short-term sparse portfolio optimization based on alternating direction method of multipliers2019-01-30Paper


Research outcomes over time


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