@misc{ZakiyevaPetkovic2023, author = {Zakiyeva, Nazgul and Petkovic, Milena}, title = {High-dimensional high-frequency time series prediction with a mixed integer optimisation method}, journal = {Operations Research Proceedings}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-93114}, year = {2023}, language = {en} }