%0 Conference Paper %1 conf/icaif/VittoriLTR20 %A Vittori, Edoardo %A de Luca, Martino Bernasconi %A Trovò, Francesco %A Restelli, Marcello %B ICAIF %D 2020 %E Balch, Tucker %I ACM %K dblp %P 11:1-11:8 %T Dealing with transaction costs in portfolio optimization: online gradient descent with momentum. %U http://dblp.uni-trier.de/db/conf/icaif/icaif2020.html#VittoriLTR20 %@ 978-1-4503-7584-9

@inproceedings{conf/icaif/VittoriLTR20, added-at = {2022-10-02T00:00:00.000+0200}, author = {Vittori, Edoardo and de Luca, Martino Bernasconi and Trovò, Francesco and Restelli, Marcello}, biburl = {https://www.bibsonomy.org/bibtex/2c529588ec9bbfa9bdee37e7cea7f150e/dblp}, booktitle = {ICAIF}, crossref = {conf/icaif/2020}, editor = {Balch, Tucker}, ee = {https://doi.org/10.1145/3383455.3422531}, interhash = {c86200cce78ea7b06127ba68980d4bf4}, intrahash = {c529588ec9bbfa9bdee37e7cea7f150e}, isbn = {978-1-4503-7584-9}, keywords = {dblp}, pages = {11:1-11:8}, publisher = {ACM}, timestamp = {2024-04-10T00:06:01.000+0200}, title = {Dealing with transaction costs in portfolio optimization: online gradient descent with momentum.}, url = {http://dblp.uni-trier.de/db/conf/icaif/icaif2020.html#VittoriLTR20}, year = 2020 }