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Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs.
Arne Løkka
Mihail Zervos
Published in:
SIAM J. Control. Optim. (2013)
Keyphrases
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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