EPL

Inferring multi-period optimal portfolios via detrending moving average cluster entropy

P. Murialdo, L. Ponta and A. Carbone

EPL, 133 6 (2021) 60004

Published online: 12 May 2021

DOI: 10.1209/0295-5075/133/60004

P. Murialdo

L. Ponta

A. Carbone

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