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"Short-term Portfolio Optimization using Doubly Regularized Exponential ..."

Quanlong Guan et al. (2024)

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DOI: 10.1109/CSCWD61410.2024.10580003

access: closed

type: Conference or Workshop Paper

metadata version: 2024-07-18

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Quanlong Guan, Jinneng He, Zhao-Rong Lai, Yuyu Zhou, Quming Jiang, Ziliang Chen:
Short-term Portfolio Optimization using Doubly Regularized Exponential Growth Rate. CSCWD 2024: 2357-2362

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