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

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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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  Data: Smart Trading Rule: A Modular Machine Learning Framework for Portfolio Optimization with Transaction Costs.
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  Data: <searchLink fieldCode="AR" term="%22Li%2C+Silu%22">Li, Silu</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> sl3965@princeton.edu</i><br /><searchLink fieldCode="AR" term="%22Mulvey%2C+John+M%2E%22">Mulvey, John M.</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> mulvey@princeton.edu</i><br /><searchLink fieldCode="AR" term="%22Fabozzi%2C+Frank+J%2E%22">Fabozzi, Frank J.</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> ffabozz1@jhu.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Financial+Data+Science%22">Journal of Financial Data Science</searchLink>. Spring2026, Vol. 8 Issue 2, p145-175. 31p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.3905/jfds.2026.1.217
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      – Code: eng
        Text: English
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        PageCount: 31
        StartPage: 145
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      – TitleFull: Smart Trading Rule: A Modular Machine Learning Framework for Portfolio Optimization with Transaction Costs.
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            NameFull: Li, Silu
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            NameFull: Mulvey, John M.
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              Text: Spring2026
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              Y: 2026
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