Semi-universal portfolios with transaction costs

Semi-universal portfolios with transaction costs

Online portfolio selection (PS) has been extensively studied in artificial intelligence and machine learning communities in recent years. An important practical issue of online PS is transaction cost, which is unavoidable and nontrivial in real financial trading markets. Most existing strategies, su...

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Bibliographic Details
Main Authors: HUANG, Dingjiang, ZHU, Yan, LI, Bin, ZHOU, Shuigeng, HOI, Steven C. H.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
Online portfolios
Artificial intelligence
Financial markets
Learning systems
Computer Sciences
Databases and Information Systems
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/sis_research/2931
https://ink.library.smu.edu.sg/context/sis_research/article/3931/viewcontent/IJCAI15_032.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/sis_research/2931
https://ink.library.smu.edu.sg/context/sis_research/article/3931/viewcontent/IJCAI15_032.pdf

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