Akyildirim, Erdinc; Matteo Gambara; Josef Teichmann; Syang Zhou Randomized signature methods in optimal portfolio selection Quantitative Finance 25, no. 2: 197-216 https://doi.org/10.1080/14697688.2025.2458613
Akyildirim, Erdinc; Matteo Gambara; Josef Teichmann; Syang Zhou Randomized signature methods in optimal portfolio selection Quantitative Finance 25, no. 2: 197-216 https://doi.org/10.1080/14697688.2025.2458613