Dynamic Portfolio Management with Transaction Costs
| Title | Dynamic Portfolio Management with Transaction Costs |
| Publication Type | Conference Paper |
| Year of Publication | 2009 |
| Authors | Suárez, A., Moody J., & Saffell M. |
| Other Numbers | 2425 |
| Acknowledgment | This work was partially supported by funding provided to ICSI through National Science Foundation grant IIS: 0342634 ("Risk, Reward, and Reinforcement"). Any opinions, findings, and conclusions or recommendations expressed in this material are those of the authors or originators and do not necessarily reflect the views of the National Science Foundation. |
| URL | http://www.icsi.berkeley.edu/pubs/algorithms/amlcf093.pdf |
| Bibliographic Notes | Proceedings of the International Workshop on Advances in Machine Learning for Computational Finance, London, United Kingdom. |
| Abbreviated Authors | A. Suarez, J. Moody, and M. Saffell |
| ICSI Research Group | Algorithms |
| ICSI Publication Type | Article in conference proceedings |