Sharpe Ratio-Oriented Active Trading: A Learning Approach

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 CairĂ³ 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]

Authors

Yang Liu

This author has not been identified. Look up 'Yang Liu' in Google

Xiaohui Yu

This author has not been identified. Look up 'Xiaohui Yu' in Google

Jiqing Han

This author has not been identified. Look up 'Jiqing Han' in Google