Ilya Muchnik

Rutgers, The State University of New Jersey - Rutgers Center for Operations Research (RUTCOR)

New Brunswick, NJ 08903

United States

  • Rutgers, The State University of New Jersey - Rutgers Center for Operations Research (RUTCOR)

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Dynamic Style Analysis and Applications

Number of pages: 32 Posted: 13 Dec 2011 Last Revised: 26 Dec 2012
Michael Markov, Vadim Mottl and Ilya Muchnik
Markov Processes International, Inc., Computing Centre of the Russian Academy of Sciences and Rutgers, The State University of New Jersey - Rutgers Center for Operations Research (RUTCOR)
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Abstract:

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style analysis, returns-bases style analysis, mutual funds, hedge funds