"Sharpe Ratio-Oriented Active Trading: A Learning Approach."

Yang Liu, Xiaohui Yu, Jiqing Han (2002)

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DOI: 10.1007/3-540-46016-0_35

access: closed

type: Conference or Workshop Paper

metadata version: 2023-10-26

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Yang Liu, Xiaohui Yu, Jiqing Han:
Sharpe Ratio-Oriented Active Trading: A Learning Approach. MICAI 2002: 331-339

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