Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns.

Gen-Huey Chen Ming-Yang Kao Yuh-Dauh Lyuu Hsing-Kuo Wong

Published in: STOC (1999)

Keyphrases

financial markets
investment strategies
optimal strategy
stock market
portfolio selection
dynamic programming
stock price
machine learning
risk management
trading strategies
agent based modeling
technical indicators
long term
information extraction