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Adelaide Research & Scholarship
Adelaide Research & Scholarship
Browsing "School of Mathematical Sciences" by Author 2009 IEEE International Symposium on Circuits and Systems (ISCAS 2009) (24 May 2009 - 27 May 2009 : Taipei, Taiwan)
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Issue Date
Title
Author(s)
2009
A continuous-time hidden Markov model for mean-variance portfolio optimization
Elliott, R.J.
;
Tak, K.S.
;
2009 IEEE International Symposium on Circuits and Systems (ISCAS 2009) (24 May 2009 - 27 May 2009 : Taipei, Taiwan)
