Yang Liu, Xiaohui Yu, Jiqing Han. Sharpe Ratio-Oriented Active Trading: A Learning Approach. In Carlos A. Coello Coello, Alvaro de Albornoz, Luis Enrique Sucar, Osvaldo Cairó Battistutti, editors, MICAI 2002: Advances in Artificial Intelligence, Second Mexican International Conference on Artificial Intelligence, Merida, Yucatan, Mexico, April 22-26, 2002, Proceedings. Volume 2313 of Lecture Notes in Computer Science, pages 331-339, Springer, 2002. [doi]
Abstract is missing.