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Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals. (arXiv:2401.05337v1 [q-fin.ST]) http://arxiv.org/abs/2401.05337
Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals. (arXiv:2401.05337v1 [q-fin.ST]) http://arxiv.org/abs/2401.05337