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

Elizabeth Fons et al. (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-02-18

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1902-10849
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1902-10849
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. CoRR abs/1902.10849 (2019)

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