Learning zero-cost portfolio selection with pattern matching

• Fayyaaz Loonat,

  Roles Investigation, Methodology, Software, Visualization, Writing – review & editing

  Affiliation School of Computer Science and Applied Mathematics, University of the Witwatersrand, Johannesburg, WITS 2050, South Africa

  http://orcid.org/0000-0002-9712-9489

  ⨯
• Tim Gebbie

  Roles Methodology, Supervision, Writing – original draft, Writing – review & editing

  * E-mail: tim.gebbie@uct.ac.za

  Affiliations School of Computer Science and Applied Mathematics, University of the Witwatersrand, Johannesburg, WITS 2050, South Africa, Department of Statistical Sciences, University of Cape Town, Cape Town, Rondebosch 7701, South Africa

  http://orcid.org/0000-0002-4061-2621

  ⨯