Open AccessOnline Lazy Updates for Portfolio Selection with Transaction Costs
Author(s) -
Priyanka Das,
Nicholas D. Johnson,
Arindam Banerjee
Publication year - 2013
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v27i1.8693
Subject(s) - computer science , portfolio , portfolio optimization , scalability , online algorithm , transaction cost , hindsight bias , mathematical optimization , selection (genetic algorithm) , robustness (evolution) , machine learning , algorithm , database , finance , mathematics , economics , psychology , biochemistry , chemistry , cognitive psychology , gene