Improving portfolio optimization using weighted link prediction in dynamic stock networks (2019)
Fonte: Lecture Notes in Computer Science. Nome do evento: International Conference on Computational Science - ICCS. Unidade: ICMC
Assuntos: APRENDIZADO COMPUTACIONAL, MÉTODOS ESTATÍSTICOS PARA APRENDIZAGEM, ALGORITMOS ÚTEIS E ESPECÍFICOS, BOLSA DE VALORES
ABNT
CASTILHO, Douglas et al. Improving portfolio optimization using weighted link prediction in dynamic stock networks. Lecture Notes in Computer Science. Cham: Springer. Disponível em: https://doi.org/10.1007/978-3-030-22744-9_27. Acesso em: 31 out. 2024. , 2019APA
Castilho, D., Gama, J., Mundim, L. R., & Carvalho, A. C. P. de L. F. de. (2019). Improving portfolio optimization using weighted link prediction in dynamic stock networks. Lecture Notes in Computer Science. Cham: Springer. doi:10.1007/978-3-030-22744-9_27NLM
Castilho D, Gama J, Mundim LR, Carvalho ACP de LF de. Improving portfolio optimization using weighted link prediction in dynamic stock networks [Internet]. Lecture Notes in Computer Science. 2019 ; 11538 340-353.[citado 2024 out. 31 ] Available from: https://doi.org/10.1007/978-3-030-22744-9_27Vancouver
Castilho D, Gama J, Mundim LR, Carvalho ACP de LF de. Improving portfolio optimization using weighted link prediction in dynamic stock networks [Internet]. Lecture Notes in Computer Science. 2019 ; 11538 340-353.[citado 2024 out. 31 ] Available from: https://doi.org/10.1007/978-3-030-22744-9_27