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"Online Portfolio Selection with Cardinality Constraint and Transaction ..."

Mengying Zhu et al. (2020)

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DOI: 10.24963/IJCAI.2020/646

access: open

type: Conference or Workshop Paper

metadata version: 2021-10-21

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  dblp key:
  - conf/ijcai/ZhuZWLZ20
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  - https://dblp.org/rec/conf/ijcai/ZhuZWLZ20
Mengying Zhu, Xiaolin Zheng, Yan Wang, Qianqiao Liang, Wenfang Zhang:
Online Portfolio Selection with Cardinality Constraint and Transaction Costs based on Contextual Bandit. IJCAI 2020: 4682-4689

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