FOGARASI, Norbert; LEVENDOVSZKY, János. A simplified approach to parameter estimation and selection of sparse, mean reverting portfolios. Periodica Polytechnica Electrical Engineering and Computer Science, [S. l.], v. 56, n. 1, p. 21–28, 2012. 10.3311/PPee.7075. Disponível em: https://pp.bme.hu/eecs/article/view/7075. Acesso em: 22 jul. 2024.