Dingjiang Huang, Yan Zhu, Bin Li, Shuigeng Zhou, Steven C. H. Hoi. Semi-Universal Portfolios with Transaction Costs. In Qiang Yang 0001, Michael Wooldridge, editors, Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence, IJCAI 2015, Buenos Aires, Argentina, July 25-31, 2015. pages 178-184, AAAI Press, 2015. [doi]
Abstract is missing.