About this scholarly article

2018 IEEE Conference on Decision and Control (CDC) - Mean Reverting Portfolios via Penalized OU-Likelihood Estimation by Zhang, Jize; Leung, Tim; Aravkin, Aleksandr is a scholarly article available to read on EtoBox.

Author

Zhang, Jize; Leung, Tim; Aravkin, Aleksandr

Publisher

IEEE

Published

2018