David Saltiel, Eric Benhamou, Rida Laraki, Jamal Atif. Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA). In Valerio Bitetta, Ilaria Bordino, Andrea Ferretti, Francesco Gullo, Giovanni Ponti, Lorenzo Severini, editors, Mining Data for Financial Applications - 5th ECML PKDD Workshop, MIDAS 2020, Ghent, Belgium, September 18, 2020, Revised Selected Papers. Volume 12591 of Lecture Notes in Computer Science, pages 1-15, Springer, 2020. [doi]
Abstract is missing.