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Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs.

Arne LøkkaMihail Zervos
Published in: SIAM J. Control. Optim. (2013)
Keyphrases
  • long term
  • investment strategies
  • expected cost
  • short term
  • optimal solution
  • machine learning
  • dynamic programming
  • stock market
  • total cost
  • stock price
  • neural network
  • financial markets
  • stock exchange