Learning zero-cost portfolio selection with pattern matching

doi:10.1371/journal.pone.0202788

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Learning zero-cost portfolio selection with pattern matching

Fig 3

Synthetic data case wealth gained.

The wealth achieved by the active and absolute portfolios on (a) SDC 1 (b) SDC 2 (c) SDC 3 and (d) SDC 4 that consists of a time period of 1000 and 10 stocks.

doi: https://doi.org/10.1371/journal.pone.0202788.g003