Mauricio García-Galicia

Publication Activity (10 Years)

Years Active: 2019-2019
Publications (10 Years): 2

Top Topics

Optimal Portfolio

Portfolio Management

Top Venues

Int. J. Gen. Syst.

Expert Syst. Appl.

Publications

Mauricio García-Galicia, Alin A. Carsteanu, Julio B. Clempner
Continuous-time mean variance portfolio with transaction costs: a proximal approach involving time penalization. Int. J. Gen. Syst. 48 (2) (2019)
Mauricio García-Galicia, Alin A. Carsteanu, Julio B. Clempner
Continuous-time reinforcement learning approach for portfolio management with time penalization. Expert Syst. Appl. 129 (2019)