Algorithmic arbitrage of open-end funds using variational Bayes
Year of publication: |
December 2015
|
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Authors: | Christensen, Hugh L. |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 4, p. 1-38
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Subject: | Variational Bayes | open-end fund | linear-Gaussian basis functions | supervised learning |
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