https://ela.kpi.ua/handle/123456789/43836| Title: | The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure |
| Authors: | Terentiev, Oleksandr Prosiankina-Zharova, Tatyana Savastiyanov, Volodymyr Lakhno, Valerii Kolmakova, Vira |
| Keywords: | cryptocurrency portfolio of strategies trading strategy algorithmic trading robust portfolio SAS |
| Issue Date: | 2021 |
| Citation: | The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure / Oleksandr Terentiev, Tatyana Prosiankina-Zharova, Volodymyr Savastiyanov, Valerii Lakhno, Vira Kolmakova // Computation. - 2021. - Volume 9, Issue 7. - P. 1-18. |
| URI: | https://ela.kpi.ua/handle/123456789/43836 |
| DOI: | https://doi.org/10.3390/computation9070077 |
| Appears in Collections: | Статті (ММСА) |
| File | Description | Size | Format | |
|---|---|---|---|---|
| Computation_2021_9_7_P.1-18.pdf | 316.18 kB | Adobe PDF |  View/Open |
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