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- W2802008180 abstract "This thesis uses modern portfolio theory together with machine learning techniques to generate stable portfolio returns over eleven currency pairs with spreads included. The backtests show that sup ..." @default.
- W2802008180 created "2018-05-17" @default.
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- W2802008180 date "2018-01-01" @default.
- W2802008180 modified "2023-09-26" @default.
- W2802008180 title "Trading algorithms for high-frequency currency trading" @default.
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