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Wang, Yuanrong and Aste, Tomaso (2023) Dynamic portfolio optimization with inverse covariance clustering. Expert Systems With Applications, 213. ISSN 0957-4174
Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong and Aste, Tomaso (2023) Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51. ISSN 1544-6123