JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
SIG-FIN-024
Portfolio Construction by t-Process Latent Variable Model
Yusuke UCHIYAMA, Kei NAKAGAWA
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2020 Volume 2020 Issue FIN-024 Pages 112-

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[in Japanese]
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