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Doubly elastic net regularized online portfolio optimization with transaction costs
Online portfolio optimization with transaction costs is a big challenge in large-scale intelligent computing community, since its undersample from rapidly-changing market and complexity from varying transaction costs. In this paper, we focus on this problem and solve it by machine learning system. S...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Nature Publishing Group UK
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10622546/ https://www.ncbi.nlm.nih.gov/pubmed/37919458 http://dx.doi.org/10.1038/s41598-023-46059-2 |