Portfolio selection based on market states acquired via price and non-price data

By /
by Andy Chung, Kumiko Tanaka-Ishii, Takehisa Yairi
Reference:
Andy Chung, Kumiko Tanaka-Ishii, Takehisa Yairi:Portfolio selection based on market states acquired via price and non-price data, Discover Data, vol. 3, pp. 12, 2025.
Bibtex Entry:
@article{ChungPortfolioSelectionMarket2025,
title = {Portfolio selection based on market states acquired via price and non-price data},
author = {Andy Chung and Kumiko Tanaka-Ishii and Takehisa Yairi},
labauthor = {Andy Chung and Takehisa Yairi},
doi = {10.1007/s44248-025-00035-5},
journal = {Discover Data},
volume = {3},
pages = {12},
year = {2025},
lang = {en}
}