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20112023
most citedOn the sensitivity of the HAWC observatory to gamma-ray bursts

129 citations · 133 across the 6 of their papers we have counts for

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q-fin.PM2023★ 1 cited

A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation

José-Manuel Peña, Fernando Suárez, Omar Larré +2

We propose a new approach to portfolio optimization that utilizes a unique combination of synthetic data generation and a CVaR-constraint. We formulate the portfolio optimization p…