Automatic Trading Agent. RMT based Portfolio Theory and Portfolio Selection
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References listed on IDEAS
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
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- Urbanowicz, Krzysztof & Richmond, Peter & Hołyst, Janusz A., 2007.
"Risk evaluation with enhanced covariance matrix,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 468-474.
- Krzysztof Urbanowicz & Peter Richmond & Janusz A. Holyst, 2006. "Risk evaluation with enhaced covariance matrix," Papers physics/0612059, arXiv.org, revised May 2007.
- N. C. Suganya & G. A. Vijayalakshmi Pai, 2010. "Pareto‐archived evolutionary wavelet network for financial constrained portfolio optimization," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 17(2), pages 59-90, April.
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