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Portfolio control using the linear utility and differntiable trading strategies.

Bujar Gashi
Published in: ACC (2006)
Keyphrases
  • trading strategies
  • test bed
  • decision making
  • control system
  • trading agents
  • investment strategies
  • cooperative
  • domain knowledge
  • supply chain
  • decision support system
  • utility function
  • stock market
  • sharpe ratio