Constructing smart financial portfolios from data driven quantitative investment models
Portfolio managers have access to large amounts of financial time series data, which is rich in structure and information. Such structure, at varying time horizons and frequencies, exhibits different characteristics, such as momentum and mean reversion to mention two. The key challenge in building a...
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University of Southampton
2016
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.703455 |