"Mean Reversion with a Variance Threshold."

Marco Cuturi, Alexandre d'Aspremont (2013)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2019-05-29

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Marco Cuturi, Alexandre d'Aspremont:
Mean Reversion with a Variance Threshold. ICML (3) 2013: 271-279

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