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

Mengying Zhu et al. (2020)

> Home

Details and statistics

DOI: 10.24963/IJCAI.2020/646

access: open

type: Conference or Workshop Paper

metadata version: 2021-10-21

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - conf/ijcai/ZhuZWLZ20
- ask others
- share record
  persistent URL:
  - 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

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.