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On Frequency-Based Optimal Portfolio with Transaction Costs

Publication: On Frequency-Based Optimal Portfolio with Transaction Costs. Published Jan 7, 2023.

Research & Papers
arxiv.orgPublished Jan 7, 2023
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Overview

Publication: On Frequency-Based Optimal Portfolio with Transaction Costs. Published Jan 7, 2023.

Publication information

Publication title
On Frequency-Based Optimal Portfolio with Transaction Costs
Authors
Chung-Han Hsieh, Yi-Shan Wong
Published
Jan 7, 2023
Last publication revision
Jan 7, 2023
Venue / journal
IEEE Control Systems Letters vol.7, pp. 3489-3494, 2023
Subject areas
q-fin.PM, eess.SY, math.OC, q-fin.CP
DOI
10.1109/LCSYS.2023.3334951 ↗
Publication source
arxiv.org · abs/2301.02754v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2301.02754 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
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Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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