Cite
HARVARD Citation
Lu, Y. et al. (2018). A clustering-based portfolio strategy incorporating momentum effect and market trend prediction. Chaos, solitons and fractals. pp. 1-15. [Online].
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Lu, Y. et al. (2018). A clustering-based portfolio strategy incorporating momentum effect and market trend prediction. Chaos, solitons and fractals. pp. 1-15. [Online].