/RPRT

Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang and Xiaotian Wu. “Reweighted Price Relative Tracking System for Automatic Portfolio Optimization”. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2018. Accepted.

Primary LanguageMATLAB

RPRT

Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang and Xiaotian Wu. “Reweighted Price Relative Tracking System for Automatic Portfolio Optimization”. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2018. Accepted.