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Smart Trading Rule: A Modular Machine Learning Framework for Portfolio Optimization with Transaction Costs.

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Bibliographic Details
Title: Smart Trading Rule: A Modular Machine Learning Framework for Portfolio Optimization with Transaction Costs.
Authors: Li, Silu1 (AUTHOR) sl3965@princeton.edu, Mulvey, John M.2 (AUTHOR) mulvey@princeton.edu, Fabozzi, Frank J.3 (AUTHOR) ffabozz1@jhu.edu
Source: Journal of Financial Data Science. Spring2026, Vol. 8 Issue 2, p145-175. 31p.
Database: Business Source Ultimate
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ISSN:26403943
DOI:10.3905/jfds.2026.1.217