Weiwei Zhang, Chao Zhou. Deep Learning Algorithm to solve Portfolio Management with Proportional Transaction Cost. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019. pages 1-10, IEEE, 2019. [doi]
@inproceedings{ZhangZ19-44,
title = {Deep Learning Algorithm to solve Portfolio Management with Proportional Transaction Cost},
author = {Weiwei Zhang and Chao Zhou},
year = {2019},
doi = {10.1109/CIFEr.2019.8759056},
url = {https://doi.org/10.1109/CIFEr.2019.8759056},
researchr = {https://researchr.org/publication/ZhangZ19-44},
cites = {0},
citedby = {0},
pages = {1-10},
booktitle = {IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019},
publisher = {IEEE},
isbn = {978-1-7281-0033-3},
}