SIPOS, I. Róbert; LEVENDOVSZKY, János. Optimizing Sparse Mean Reverting Portfolios with AR-HMMs in the Presence of Secondary Effects. Periodica Polytechnica Electrical Engineering and Computer Science, [S. l.], v. 59, n. 1, p. 1–8, 2015. 10.3311/PPee.7352. Disponível em: https://pp.bme.hu/eecs/article/view/7352. Acesso em: 25 apr. 2024.