SMEAL WIKI

Model Selection with Transaction Costs

Andrew L. Detzel, Robert Novy‐Marx, Mihail Velikov
Year2021
VenueSSRN Electronic Journal
Typearticle
Citations20
DOI10.2139/ssrn.3805379
OpenAlexW3156376206

Topics

Stock Market Forecasting MethodsSelection (genetic algorithm)Computer scienceTransaction costBusinessEconometrics