Semiempirical robust algorithm for investment portfolio formation
When analyzing stock market data, it is common to encounter observations that differ from the overall pattern. It is known as the problem of robustness. Presence of outlying observations in different data sets may strongly influence the result of classical (mean and standard deviation based) analysi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Klaipėda University
2013-03-01
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| Series: | Computational Science and Techniques |
| Online Access: | http://journals.ku.lt/index.php/CST/article/view/6 |