@article{portfoliooptimizationusinglocallinear,
  title = {Portfolio optimization using local linear regression ensembles in RapidMiner},
  author = {Gabor Nagy and Gergo Barta and Tamas Henk},
  year = {2015},
  eprint = {1506.08690},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1506.08690v1},
}