He, J., Makarov, R. N., Tuero, J., & Wang, Z. Performance evaluation metric for statistical learning trading strategies. AIMS Press.
Chicago Style (17th ed.) CitationHe, Jiawei, Roman N. Makarov, Jake Tuero, and Zilin Wang. Performance Evaluation Metric for Statistical Learning Trading Strategies. AIMS Press.
MLA (9th ed.) CitationHe, Jiawei, et al. Performance Evaluation Metric for Statistical Learning Trading Strategies. AIMS Press.
Warning: These citations may not always be 100% accurate.