id	sid	eid	entity	type
bracis-33623	1	1	first	ORDINAL
bracis-33623	1	2	30 january 2025	DATE
bracis-33623	2	1	141–156	CARDINAL
bracis-33623	2	2	university of notre dame hesburgh	ORG
bracis-33623	2	3	pdf download book epub intelligent systems	ORG
bracis-33623	2	4	pdf download book epub edsson israel	ORG
bracis-33623	2	5	alonso	PERSON
bracis-33623	2	6	karina valdivia delgado	ORG
bracis-33623	2	7	carlos b. dos santos	PERSON
bracis-33623	2	8	15414	DATE
bracis-33623	2	9	380	CARDINAL
bracis-33623	3	1	one	CARDINAL
bracis-33623	5	1	two	CARDINAL
bracis-33623	6	1	one	CARDINAL
bracis-33623	6	2	kmeans	NORP
bracis-33623	7	1	one	CARDINAL
bracis-33623	9	1	university of notre dame hesburgh	ORG
bracis-33623	10	1	2024	CARDINAL
bracis-33623	10	2	2023	CARDINAL
bracis-33623	10	3	indian	NORP
bracis-33623	10	4	2019 1	DATE
bracis-33623	11	1	one	CARDINAL
bracis-33623	11	2	4	CARDINAL
bracis-33623	12	1	3	CARDINAL
bracis-33623	14	1	1	CARDINAL
bracis-33623	15	1	11	CARDINAL
bracis-33623	18	1	1	CARDINAL
bracis-33623	19	1	5	CARDINAL
bracis-33623	20	1	2	CARDINAL
bracis-33623	24	1	first	ORDINAL
bracis-33623	25	1	dtw	ORG
bracis-33623	25	2	9	CARDINAL
bracis-33623	25	3	two	CARDINAL
bracis-33623	26	1	2	CARDINAL
bracis-33623	26	2	three	CARDINAL
bracis-33623	26	3	10	CARDINAL
bracis-33623	26	4	6	CARDINAL
bracis-33623	28	1	2.6	CARDINAL
bracis-33623	28	2	dtw	ORG
bracis-33623	29	1	2.1	CARDINAL
bracis-33623	29	2	10	CARDINAL
bracis-33623	29	3	$$	MONEY
bracis-33623	29	4	\begin{aligned	MONEY
bracis-33623	30	1	sharpe ratio=(r_p r_f)/\sigma	PERSON
bracis-33623	31	1	1	CARDINAL
bracis-33623	31	2	brazil	GPE
bracis-33623	33	1	2.2	CARDINAL
bracis-33623	33	2	daily	DATE
bracis-33623	33	3	daily	DATE
bracis-33623	33	4	$$	MONEY
bracis-33623	33	5	2	CARDINAL
bracis-33623	33	6	\(r_i\	DATE
bracis-33623	33	7	daily	DATE
bracis-33623	33	8	the day	DATE
bracis-33623	34	1	$$	MONEY
bracis-33623	34	2	\sigma	ORG
bracis-33623	38	1	i=1}^{n	DATE
bracis-33623	38	2	3	CARDINAL
bracis-33623	38	3	daily	DATE
bracis-33623	38	4	the previous day	DATE
bracis-33623	38	5	$	MONEY
bracis-33623	38	6	4	CARDINAL
bracis-33623	39	1	2.3	CARDINAL
bracis-33623	39	2	markowitz	ORG
bracis-33623	40	1	\(x_2\	GPE
bracis-33623	40	2	$$	MONEY
bracis-33623	40	3	5	CARDINAL
bracis-33623	41	1	two	CARDINAL
bracis-33623	41	2	\(w_b\	PERSON
bracis-33623	41	3	$$	MONEY
bracis-33623	41	4	\sigma	ORG
bracis-33623	41	5	+ 2w_aw_b\sigma	CARDINAL
bracis-33623	41	6	6	CARDINAL
bracis-33623	41	7	$$	MONEY
bracis-33623	41	8	\sigma	ORG
bracis-33623	43	1	7	CARDINAL
bracis-33623	43	2	\(a_j\	PERSON
bracis-33623	44	1	2.4	CARDINAL
bracis-33623	44	2	6	CARDINAL
bracis-33623	47	1	markowitz	ORG
bracis-33623	50	1	two	CARDINAL
bracis-33623	50	2	one	CARDINAL
bracis-33623	51	1	2.5	CARDINAL
bracis-33623	51	2	sharpe	PERSON
bracis-33623	51	3	1964	DATE
bracis-33623	51	4	1965	DATE
bracis-33623	51	5	1966	DATE
bracis-33623	52	1	$$	MONEY
bracis-33623	54	1	\(\beta	ORG
bracis-33623	55	1	2.6 k-means	PERSON
bracis-33623	55	2	dtw	ORG
bracis-33623	59	1	dtw	ORG
bracis-33623	59	2	9	CARDINAL
bracis-33623	60	1	dtw	ORG
bracis-33623	60	2	two	CARDINAL
bracis-33623	60	3	one	CARDINAL
bracis-33623	61	1	3	CARDINAL
bracis-33623	61	2	darwinian	NORP
bracis-33623	66	1	3.1	CARDINAL
bracis-33623	67	1	1	CARDINAL
bracis-33623	68	1	ga	ORG
bracis-33623	70	1	ga	ORG
bracis-33623	73	1	20%	PERCENT
bracis-33623	75	1	less than 0.5%	PERCENT
bracis-33623	76	1	3.2	CARDINAL
bracis-33623	76	2	two	CARDINAL
bracis-33623	79	1	3.3	CARDINAL
bracis-33623	80	1	firstly	ORDINAL
bracis-33623	80	2	pbx	ORG
bracis-33623	80	3	40%	PERCENT
bracis-33623	81	1	1	CARDINAL
bracis-33623	81	2	2	CARDINAL
bracis-33623	81	3	1	CARDINAL
bracis-33623	81	4	40%	PERCENT
bracis-33623	81	5	60%	PERCENT
bracis-33623	81	6	1	CARDINAL
bracis-33623	81	7	100%	PERCENT
bracis-33623	82	1	2	CARDINAL
bracis-33623	82	2	1	CARDINAL
bracis-33623	82	3	60%	PERCENT
bracis-33623	82	4	2	CARDINAL
bracis-33623	82	5	1	CARDINAL
bracis-33623	83	1	2	CARDINAL
bracis-33623	83	2	1	CARDINAL
bracis-33623	84	1	1	CARDINAL
bracis-33623	84	2	3.4	CARDINAL
bracis-33623	84	3	three	CARDINAL
bracis-33623	85	1	3.5	CARDINAL
bracis-33623	86	1	1	CARDINAL
bracis-33623	87	1	1%	PERCENT
bracis-33623	87	2	2	CARDINAL
bracis-33623	88	1	4	CARDINAL
bracis-33623	89	1	between 6 and 25	CARDINAL
bracis-33623	89	2	462	CARDINAL
bracis-33623	89	3	10/1/2023	DATE
bracis-33623	90	1	between 6 and 25	CARDINAL
bracis-33623	92	1	25	CARDINAL
bracis-33623	92	2	2	CARDINAL
bracis-33623	92	3	firstly	ORDINAL
bracis-33623	92	4	more than 25	CARDINAL
bracis-33623	92	5	secondly	ORDINAL
bracis-33623	93	1	6	CARDINAL
bracis-33623	93	2	only 5	CARDINAL
bracis-33623	93	3	at least one	CARDINAL
bracis-33623	93	4	20%	PERCENT
bracis-33623	94	1	3.1	CARDINAL
bracis-33623	95	1	first	ORDINAL
bracis-33623	98	1	4.1	CARDINAL
bracis-33623	98	2	first	ORDINAL
bracis-33623	98	3	only one	CARDINAL
bracis-33623	101	1	markowitz (1952	ORG
bracis-33623	102	1	6	CARDINAL
bracis-33623	102	2	two	CARDINAL
bracis-33623	102	3	two	CARDINAL
bracis-33623	103	1	two	CARDINAL
bracis-33623	104	1	first	ORDINAL
bracis-33623	105	1	the brazilian stock exchange	ORG
bracis-33623	105	2	463	CARDINAL
bracis-33623	105	3	november 1	DATE
bracis-33623	105	4	2023	CARDINAL
bracis-33623	105	5	41	CARDINAL
bracis-33623	106	1	second	ORDINAL
bracis-33623	106	2	dtw	ORG
bracis-33623	106	3	two	CARDINAL
bracis-33623	107	1	dtw	ORG
bracis-33623	108	1	4.2	CARDINAL
bracis-33623	108	2	4.3	CARDINAL
bracis-33623	108	3	4.4	CARDINAL
bracis-33623	109	1	4.2	CARDINAL
bracis-33623	110	1	1	CARDINAL
bracis-33623	110	2	greater than zero	CARDINAL
bracis-33623	111	1	2	CARDINAL
bracis-33623	112	1	3	CARDINAL
bracis-33623	113	1	annual	DATE
bracis-33623	115	1	4	CARDINAL
bracis-33623	116	1	four	CARDINAL
bracis-33623	117	1	four	CARDINAL
bracis-33623	119	1	4.3	CARDINAL
bracis-33623	120	1	one	CARDINAL
bracis-33623	121	1	first	ORDINAL
bracis-33623	122	1	1	CARDINAL
bracis-33623	123	1	6	CARDINAL
bracis-33623	124	1	first	ORDINAL
bracis-33623	126	1	2	CARDINAL
bracis-33623	129	1	two	CARDINAL
bracis-33623	130	1	6–25	CARDINAL
bracis-33623	131	1	less than 6	CARDINAL
bracis-33623	131	2	25	CARDINAL
bracis-33623	131	3	25	CARDINAL
bracis-33623	131	4	25	CARDINAL
bracis-33623	132	1	4.4	CARDINAL
bracis-33623	134	1	one year	DATE
bracis-33623	135	1	4.5	CARDINAL
bracis-33623	135	2	1	CARDINAL
bracis-33623	136	1	the training year	DATE
bracis-33623	137	1	2–6	CARDINAL
bracis-33623	138	1	4.2	CARDINAL
bracis-33623	139	1	4.3	CARDINAL
bracis-33623	139	2	7	CARDINAL
bracis-33623	141	1	8	CARDINAL
bracis-33623	142	1	11	CARDINAL
bracis-33623	143	1	one year	DATE
bracis-33623	143	2	12	CARDINAL
bracis-33623	144	1	5	CARDINAL
bracis-33623	144	2	dtw	ORG
bracis-33623	145	1	1 year	DATE
bracis-33623	146	1	two	CARDINAL
bracis-33623	146	2	annual	DATE
bracis-33623	146	3	5.2	CARDINAL
bracis-33623	146	4	20	CARDINAL
bracis-33623	146	5	5.3	CARDINAL
bracis-33623	147	1	dtw	ORG
bracis-33623	148	1	1	CARDINAL
bracis-33623	148	2	5.1	CARDINAL
bracis-33623	148	3	dtw	ORG
bracis-33623	149	1	4	CARDINAL
bracis-33623	150	1	2	CARDINAL
bracis-33623	150	2	two	CARDINAL
bracis-33623	150	3	dtw	ORG
bracis-33623	150	4	10	CARDINAL
bracis-33623	150	5	first	ORDINAL
bracis-33623	156	1	seven	CARDINAL
bracis-33623	156	2	one	CARDINAL
bracis-33623	156	3	4 years	DATE
bracis-33623	157	1	2019	DATE
bracis-33623	158	1	4-year	DATE
bracis-33623	159	1	five	CARDINAL
bracis-33623	160	1	4	CARDINAL
bracis-33623	160	2	4 years	DATE
bracis-33623	160	3	each year	DATE
bracis-33623	160	4	dtw	ORG
bracis-33623	160	5	those 4 years (i.e.	DATE
bracis-33623	161	1	2019	CARDINAL
bracis-33623	162	1	2019	DATE
bracis-33623	163	1	1	CARDINAL
bracis-33623	163	2	dtw	ORG
bracis-33623	164	1	1	CARDINAL
bracis-33623	164	2	dtw algorithmfull	ORG
bracis-33623	164	3	5.2	CARDINAL
bracis-33623	164	4	dtw	ORG
bracis-33623	164	5	2	CARDINAL
bracis-33623	164	6	monthly	DATE
bracis-33623	164	7	b3	GPE
bracis-33623	164	8	dtw	ORG
bracis-33623	165	1	dtw	ORG
bracis-33623	166	1	310,86%	PERCENT
bracis-33623	166	2	453,65%	PERCENT
bracis-33623	166	3	119,01%	PERCENT
bracis-33623	167	1	dtw	ORG
bracis-33623	168	1	any year	DATE
bracis-33623	168	2	−11,59%	PERCENT
bracis-33623	168	3	2021	CARDINAL
bracis-33623	168	4	2	CARDINAL
bracis-33623	168	5	monthly	DATE
bracis-33623	168	6	annual	DATE
bracis-33623	168	7	annual	DATE
bracis-33623	168	8	b3	GPE
bracis-33623	168	9	dtw	ORG
bracis-33623	168	10	2017	CARDINAL
bracis-33623	168	11	2023.full	CARDINAL
bracis-33623	168	12	2	CARDINAL
bracis-33623	168	13	dtw	ORG
bracis-33623	169	1	annual	DATE
bracis-33623	171	1	2	CARDINAL
bracis-33623	171	2	dtw	ORG
bracis-33623	172	1	the year	DATE
bracis-33623	172	2	2019	DATE
bracis-33623	172	3	dtw	ORG
bracis-33623	172	4	85,56%	PERCENT
bracis-33623	173	1	3	CARDINAL
bracis-33623	173	2	1 to 15	CARDINAL
bracis-33623	173	3	0	CARDINAL
bracis-33623	174	1	15	CARDINAL
bracis-33623	174	2	this year	DATE
bracis-33623	175	1	3	CARDINAL
bracis-33623	175	2	2019	DATE
bracis-33623	176	1	3	CARDINAL
bracis-33623	176	2	monthly	DATE
bracis-33623	176	3	4	CARDINAL
bracis-33623	177	1	fig	PERSON
bracis-33623	178	1	3	CARDINAL
bracis-33623	178	2	2019	CARDINAL
bracis-33623	178	3	dtw	ORG
bracis-33623	180	1	4	CARDINAL
bracis-33623	180	2	monthly	DATE
bracis-33623	180	3	2019	CARDINAL
bracis-33623	180	4	dtw	ORG
bracis-33623	181	1	three	CARDINAL
bracis-33623	181	2	2019	CARDINAL
bracis-33623	181	3	fifth	ORDINAL
bracis-33623	181	4	19% to 33%	PERCENT
bracis-33623	181	5	91%	PERCENT
bracis-33623	181	6	165%	PERCENT
bracis-33623	181	7	2019	DATE
bracis-33623	181	8	euca3	GPE
bracis-33623	181	9	logn3	PERSON
bracis-33623	182	1	euca3	GPE
bracis-33623	182	2	r$8.24	ORG
bracis-33623	182	3	jan/2019	GPE
bracis-33623	183	1	jan/2019	GPE
bracis-33623	183	2	dec/2019	GPE
bracis-33623	184	1	jan/2019	GPE
bracis-33623	185	1	3	CARDINAL
bracis-33623	185	2	5.3	CARDINAL
bracis-33623	186	1	two	CARDINAL
bracis-33623	187	1	brazilian	NORP
bracis-33623	188	1	three	CARDINAL
bracis-33623	188	2	20	CARDINAL
bracis-33623	189	1	3	CARDINAL
bracis-33623	189	2	two	CARDINAL
bracis-33623	190	1	3	CARDINAL
bracis-33623	190	2	20	CARDINAL
bracis-33623	191	1	dtw	ORG
bracis-33623	191	2	ninth	ORDINAL
bracis-33623	191	3	twentieth	ORDINAL
bracis-33623	193	1	2017–2023	CARDINAL
bracis-33623	194	1	6	CARDINAL
bracis-33623	194	2	brazilian	NORP
bracis-33623	196	1	dtw	ORG
bracis-33623	196	2	dtw	ORG
bracis-33623	196	3	453,65%	PERCENT
bracis-33623	196	4	310,86%	PERCENT
bracis-33623	197	1	years	DATE
bracis-33623	198	1	33,9%	PERCENT
bracis-33623	198	2	dtw	ORG
bracis-33623	198	3	26,04%	PERCENT
bracis-33623	198	4	10,5%	PERCENT
bracis-33623	198	5	2020	DATE
bracis-33623	198	6	2021	CARDINAL
bracis-33623	200	1	j.	GPE
bracis-33623	200	2	kizys	GPE
bracis-33623	200	3	r.	NORP
bracis-33623	200	4	juan	GPE
bracis-33623	200	5	a.a.	GPE
bracis-33623	200	6	fito	GPE
bracis-33623	200	7	a.	GPE
bracis-33623	200	8	polat	GPE
bracis-33623	203	1	6, 100121	DATE
bracis-33623	203	2	2019	DATE
bracis-33623	203	3	elton	PERSON
bracis-33623	203	4	e.j.	GPE
bracis-33623	203	5	gruber	PERSON
bracis-33623	203	6	m.j.	GPE
bracis-33623	203	7	5th	ORDINAL
bracis-33623	204	1	wiley	ORG
bracis-33623	204	2	new york	GPE
bracis-33623	204	3	2009	DATE
bracis-33623	204	4	kalayci	GPE
bracis-33623	204	5	c.b.	GPE
bracis-33623	207	1	comput	PERSON
bracis-33623	208	1	39	CARDINAL
bracis-33623	208	2	36–52	CARDINAL
bracis-33623	208	3	2018	DATE
bracis-33623	208	4	kalaycı	GPE
bracis-33623	208	5	c.b.	GPE
bracis-33623	208	6	ö.	GPE
bracis-33623	208	7	h.	PERSON
bracis-33623	209	1	pamukkale univ	ORG
bracis-33623	210	1	j. eng	PERSON
bracis-33623	211	1	sci	ORG
bracis-33623	212	1	23	CARDINAL
bracis-33623	212	2	470–476	DATE
bracis-33623	212	3	2017	CARDINAL
bracis-33623	212	4	liu	PERSON
bracis-33623	212	5	zhou	PERSON
bracis-33623	212	6	g., zhu	PERSON
bracis-33623	213	1	2020	DATE
bracis-33623	214	1	ssrn 3726609	ORG
bracis-33623	214	2	markowitz, h.:	ORG
bracis-33623	215	1	j. financ	PERSON
bracis-33623	216	1	7(1	DATE
bracis-33623	216	2	1952	DATE
bracis-33623	216	3	k.	PERSON
bracis-33623	216	4	liagkouras	ORG
bracis-33623	216	5	k.	PERSON
bracis-33623	217	1	syst	PERSON
bracis-33623	218	1	11685–11698	CARDINAL
bracis-33623	218	2	2012	DATE
bracis-33623	218	3	neely	PERSON
bracis-33623	218	4	c.	GPE
bracis-33623	218	5	r.:	PERSON
bracis-33623	220	1	j. financ	PERSON
bracis-33623	223	1	405–426	CARDINAL
bracis-33623	223	2	1997	DATE
bracis-33623	223	3	j.	PERSON
bracis-33623	223	4	arcos	GPE
bracis-33623	223	5	j.l.	GPE
bracis-33623	225	1	knowl.-based	DATE
bracis-33623	226	1	67	CARDINAL
bracis-33623	226	2	305–314	CARDINAL
bracis-33623	226	3	2014	DATE
bracis-33623	226	4	sharpe	PERSON
bracis-33623	226	5	w.f.a.g.j.b.j.v	GPE
bracis-33623	227	1	6th	ORDINAL
bracis-33623	228	1	prentice-hall international editions	ORG
bracis-33623	229	1	prentice-hall	ORG
bracis-33623	229	2	new york	GPE
bracis-33623	229	3	1998	DATE
bracis-33623	229	4	f.	PERSON
bracis-33623	229	5	ulmer, h.	ORG
bracis-33623	229	6	zell, a.:	ORG
bracis-33623	230	1	253–260	CARDINAL
bracis-33623	230	2	2004	DATE
bracis-33623	230	3	university of são paulo	ORG
bracis-33623	230	4	são paulo	PERSON
bracis-33623	230	5	brazil	GPE
bracis-33623	230	6	israel	GPE
bracis-33623	230	7	andonaegui alonso	PERSON
bracis-33623	230	8	karina valdivia delgado &	ORG
bracis-33623	230	9	francisco carlos b. dos santos	PERSON
bracis-33623	230	10	edsson israel andonaegui alonsoview author publications	ORG
bracis-33623	230	11	karina valdivia	PERSON
bracis-33623	230	12	francisco carlos b. dos	PERSON
bracis-33623	230	13	edsson israel	ORG
bracis-33623	231	1	fluminense	ORG
bracis-33623	231	2	brazil	GPE
bracis-33623	231	3	aline paes instituto tecnológico de aeronáutica	PERSON
bracis-33623	231	4	são josé dos campos	PERSON
bracis-33623	231	5	brazil	GPE
bracis-33623	231	6	a. n. verri	PERSON
bracis-33623	231	7	2025	CARDINAL
bracis-33623	231	8	switzerland ag	ORG
bracis-33623	231	9	delgado	GPE
bracis-33623	231	10	k.v.	GPE
bracis-33623	231	11	dos santos	PERSON
bracis-33623	232	1	2025	CARDINAL
bracis-33623	234	1	paes	PERSON
bracis-33623	234	2	a.	PERSON
bracis-33623	234	3	bracis 2024	ORG
bracis-33623	235	1	15414	DATE
bracis-33623	239	1	30	CARDINAL
bracis-33623	239	2	january 2025	DATE
bracis-33623	239	3	978	CARDINAL
bracis-33623	239	4	978	CARDINAL
bracis-33623	240	1	dtw	ORG
bracis-33623	240	2	israel	GPE
bracis-33623	240	3	bmc palgrave macmillan	ORG
bracis-33623	241	1	129.74.145.123	CARDINAL
bracis-33623	241	2	3005732405	CARDINAL
bracis-33623	241	3	8200828607	DATE
bracis-33623	241	4	3006206169	CARDINAL
bracis-33623	241	5	university of notre dame hesburgh	ORG
bracis-33623	241	6	3000184373	DATE
bracis-33623	242	1	2025	CARDINAL