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Estimated correlation matrices and portfolio optimization, and . Physica A: Statistical Mechanics and its Applications, (Nov 15, 2004)Noisy covariance matrices and portfolio optimization II, and . Physica A: Statistical Mechanics and its Applications, (Mar 1, 2003)Benchmarks and Process Management in Data Science: Will We Ever Get Over the Mess?, , , , , and . KDD, page 31-32. ACM, (2017)Machine Learning Software in Practice: Quo Vadis?. KDD, page 25. ACM, (2017)Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets, and . Physica A: Statistical Mechanics and its Applications, 299 (1-2): 305--310 (Oct 1, 2001)Noise sensitivity of portfolio selection under various risk measures, , and . Journal of Banking & Finance, 31 (5): 1545--1573 (May 2007)