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]
@inproceedings{HuYZ24-1,
title = {Research on the online portfolio problem with transaction costs and long short-term predictions},
author = {Junwei Hu and Xiaoting Yao and Na Zhang},
year = {2024},
doi = {10.1145/3704323.3704382},
url = {https://doi.org/10.1145/3704323.3704382},
researchr = {https://researchr.org/publication/HuYZ24-1},
cites = {0},
citedby = {0},
pages = {340-345},
booktitle = {Proceedings of the 2024 13th International Conference on Computing and Pattern Recognition, ICCPR 2024, Tianjin, China, October 25-27, 2024},
publisher = {ACM},
isbn = {979-8-4007-1748-2},
}