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Table 7 Buy&Sell strategy of dD100 investment

From: Multivariate Gaussian and Student-t process regression for multi-output prediction

Decision Condition
Buy \({\hat{LR}}_i>0\), and \(BS_i>0\) and we have the position of cash
Sell \({\hat{LR}}_i<0\), and \(BS_i<0\) and we have the position of share
Keep No action is taken for the rest of the option