{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T05:04:51Z","timestamp":1729659891558,"version":"3.28.0"},"reference-count":23,"publisher":"IEEE","license":[{"start":{"date-parts":[[2020,10,1]],"date-time":"2020-10-01T00:00:00Z","timestamp":1601510400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2020,10,1]],"date-time":"2020-10-01T00:00:00Z","timestamp":1601510400000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2020,10,1]],"date-time":"2020-10-01T00:00:00Z","timestamp":1601510400000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020,10]]},"DOI":"10.1109\/rivf48685.2020.9140764","type":"proceedings-article","created":{"date-parts":[[2020,7,15]],"date-time":"2020-07-15T21:32:06Z","timestamp":1594848726000},"page":"1-6","source":"Crossref","is-referenced-by-count":4,"title":["Voting shrinkage algorithm for Covariance Matrix Estimation and its application to portfolio selection"],"prefix":"10.1109","author":[{"given":"Tuan","family":"Tran","sequence":"first","affiliation":[]},{"given":"Nhat","family":"Nguyen","sequence":"additional","affiliation":[]},{"given":"Trung","family":"Nguyen","sequence":"additional","affiliation":[]},{"given":"An","family":"Mai","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1080\/13518470601137592"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2008.06.003"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5398(03)00007-0"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2004.110"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1016\/S0047-259X(03)00096-4"},{"key":"ref15","article-title":"Nonlinear shrinkage estimation of the covariance matrix of asset returns","author":"ledoit","year":"2010","journal-title":"Tech Rep"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2013.04.033"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.jempfin.2012.04.010"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.2307\/2977928"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1016\/j.csda.2007.10.002"},{"key":"ref4","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1080\/07350015.1988.10509628","article-title":"Stable factors in security returns: Identification using cross-validation","volume":"6","author":"conway","year":"1988","journal-title":"Journal of Business & Economic Statistics"},{"key":"ref3","first-page":"1","article-title":"When quantitative trading meets machine learning: A pilot survey","author":"li","year":"2016","journal-title":"2016 13th International Conference on Service Systems and Service Management (ICSSSM)"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1984.10478083"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1016\/0148-2963(94)90043-4"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1214\/09-SS054"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1007\/s10436-010-0168-0"},{"key":"ref2","volume":"39","author":"deboeck","year":"1994","journal-title":"Trading on the Edge Neural Genetic and Fuzzy Systems for Chaotic Financial Markets"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.2469\/faj.v67.n1.4"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/j.csda.2017.11.003"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1993.10476299"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1968.tb00815.x"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.1080.0986"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1257\/jep.27.2.97"}],"event":{"name":"2020 RIVF International Conference on Computing and Communication Technologies (RIVF)","start":{"date-parts":[[2020,10,14]]},"location":"Ho Chi Minh, Vietnam","end":{"date-parts":[[2020,10,15]]}},"container-title":["2020 RIVF International Conference on Computing and Communication Technologies (RIVF)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/9138608\/9140725\/09140764.pdf?arnumber=9140764","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,8,10]],"date-time":"2024-08-10T04:07:10Z","timestamp":1723262830000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9140764\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,10]]},"references-count":23,"URL":"https:\/\/doi.org\/10.1109\/rivf48685.2020.9140764","relation":{},"subject":[],"published":{"date-parts":[[2020,10]]}}}