@article{ZakiyevaPetkovic2025,
  author    = {Nazgul Zakiyeva and Milena Petkovic},
  title     = {High-dimensional high-frequency time series prediction with a mixed integer optimisation method},
  journal   = {Operations Research Proceedings 2023. OR 2023},
  pages     = {423 -- 429},
  doi       = {10.1007/978-3-031-58405-3_54},
  year      = {2025},
  language  = {en}
}