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Research on the online portfolio problem with transaction costs and long short-term predictions

Junwei Hu, Xiaoting Yao, Na Zhang. Research on the online portfolio problem with transaction costs and long short-term predictions. In Proceedings of the 2024 13th International Conference on Computing and Pattern Recognition, ICCPR 2024, Tianjin, China, October 25-27, 2024. pages 340-345, ACM, 2024. [doi]

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