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Browsing by Author « Ducharme, Réjean »

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Experiments on the Application of IOHMMs to Model Financial Returns Series
Bengio, Yoshua; Ducharme, Réjean; Lauzon, Vincent-Philippe
Issue Date : 2002-05

Valorisation d'options par optimisation du Sharpe Ratio
Bardou, Olivier; Bengio, Yoshua; Chapados, Nicolas; Ducharme, Réjean
Issue Date : 2002-05

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