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20182021
most citedAdaptive Weighting Scheme for Automatic Time-Series Data Augmentation

17 citations · 19 across the 3 of their papers we have counts for

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cs.CE2019

A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing

Elizabeth Fons, Paula Dawson, Jeffrey Yau +2

The financial crisis of 2008 generated interest in more transparent, rules-based strategies for portfolio construction, with Smart beta strategies emerging as a trend among institu…