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主办:中国运筹学会
承办:合肥工业大学
ISSN 1007-3221 CN 34-1133/G3
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中文
Research on Optimization of Multi-stock Pair Trading: Empirical Test Based on the Chinese Stock Market
DIAO Haican, LIU Guoshan
Operations Research and Management Science . 2024, (
11
): 190 -196 . DOI: 10.12005/orms.2024.0372