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Quadratic programming with transaction costs.

Michael J. BestJaroslava Hlouskova
Published in: Comput. Oper. Res. (2008)
Keyphrases
  • quadratic programming
  • transaction costs
  • linear programming
  • stock exchange
  • ls svm
  • support vector machine
  • genetic algorithm
  • evolutionary algorithm
  • non stationary
  • portfolio selection