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]
@inproceedings{SaltielBLA20,
title = {Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA)},
author = {David Saltiel and Eric Benhamou and Rida Laraki and Jamal Atif},
year = {2020},
doi = {10.1007/978-3-030-66981-2_1},
url = {https://doi.org/10.1007/978-3-030-66981-2_1},
researchr = {https://researchr.org/publication/SaltielBLA20},
cites = {0},
citedby = {0},
pages = {1-15},
booktitle = {Mining Data for Financial Applications - 5th ECML PKDD Workshop, MIDAS 2020, Ghent, Belgium, September 18, 2020, Revised Selected Papers},
editor = {Valerio Bitetta and Ilaria Bordino and Andrea Ferretti and Francesco Gullo and Giovanni Ponti and Lorenzo Severini},
volume = {12591},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-66981-2},
}