Algorithmic trading for online portfolio selection under limited market liquidity.

Youngmin Ha Hai Zhang

Published in: Eur. J. Oper. Res. (2020)

Keyphrases

financial markets
portfolio selection
market data
stock market
stock price
multistage stochastic
portfolio optimization
portfolio management
risk management
futures market
trading strategies
trading systems
stock exchange
optimal portfolio
transaction costs
exchange rate
genetic algorithm