Inferring multi-period optimal portfolios via detrending moving average cluster entropy (a) Contribution to the Focus Issue Progress on Statistical Physics and Complexity edited by Roberta Citro…

Overview of attention for article published in EPL (Europhysics Letters), May 2021

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RT @epl_journal: FREE TO READ - FOCUS ARTICLE: Inferring multi-period optimal portfolios via detrending moving average cluster entropy by P…

FREE TO READ - FOCUS ARTICLE: Inferring multi-period optimal portfolios via detrending moving average cluster entropy by P. Murialdo, L. Ponta and A. Carbone (@AnnaFCarbone) #FreeToRead #FocusArticle - https://t.co/PDD5enEnUR https://t.co/LpqyDfPqxO

Inferring Multi-Period Optimal Portfolios via Detrending Moving Average Cluster Entropy. (arXiv:2104.09988v2 [https://t.co/vg1KGyfsPK] UPDATED) https://t.co/kQRPjTLeOV #quant #finance

Inferring multi-period optimal portfolios via detrending moving average cluster entropy https://t.co/11ovEWl9VJ via @IOPscience

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