"Optimizing Investment Strategies with Lazy Factor and Probability ..."

Shuo Han, Yinan Chen, Jiacheng Liu (2023)

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DOI: 10.1109/SMC53992.2023.10394072

access: closed

type: Conference or Workshop Paper

metadata version: 2024-02-13

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Shuo Han, Yinan Chen, Jiacheng Liu:
Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach. SMC 2023: 2232-2238

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