Auteur Glen, J. J.
Documents disponibles écrits par cet auteur (2)
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K. Falangis, Auteur ; Glen, J. J., Auteur |In developing a classification model for assigning observations of unknown class to one of a number of specified classes using the values of a set of features associated with each observation, it is often desirable to base the classifier on a li[...]
Article : texte imprimé
Glen, J. J., Auteur |Investment portfolios should be rebalanced to take account of changing market conditions and changes in funding. Standard mean-variance (MV) portfolio selection methods are not appropriate for portfolio rebalancing, as the initial portfolio, cha[...]
