#

transaction-costs

Here are 4 public repositories matching this topic...

jiahaoli57 / CAEGc

Yong Zhang, Jiahao Li, Xingyu Yang, and Hong Lin. "Aggregating exponential gradient expert advice for online portfolio selection under transaction costs" Journal of the Operational Research Society, , 2023, 74(8): 1940-1953.

portfolio-selection portfolio-management online-portfolio-selection transaction-costs

Updated Sep 5, 2023
MATLAB

mohin-io / Mixed-Integer-Optimization-for-Portfolio-Selection-using-ML-Driven-Heuristics

This project addresses the real-world portfolio optimization problem, going beyond classical mean-variance models. Actual portfolio construction involves discrete investment decisions, transaction costs, and monitoring constraints, making the problem a Mixed-Integer Optimization (MIO) challenge that is computationally intractable at scale

machine-learning clustering portfolio-optimization mio quantitative-finance genetic-algorithms arima garch asset-allocation risk-management financial-engineering backtesting heuristic-optimization time-series-forecasting investment-strategy quant-finance cardinality-constraints mixed-integer-optimization transaction-costs

Updated Oct 7, 2025
Python

jeyllani / adaptive-factor-allocation

ML regime detection for adaptive offensive/defensive factor allocation in US equities (1980–2024) — reproducible pipeline & cost-aware backtests.

python machine-learning time-series random-forest lstm xgboost portfolio-optimization backtesting factor-investing quant-finance transaction-costs

Updated Jan 11, 2026
Jupyter Notebook

marcozanetti-dev / intraday-mean-reversion-costs-aware

Intraday mean‑reversion trading strategy with realistic execution costs, turnover caps, and walk‑forward backtesting.

python bootstrap quantitative-finance intraday backtesting mean-reversion trading-strategy transaction-costs walk-forward

Updated Jan 5, 2026
Python

Improve this page

Add a description, image, and links to the transaction-costs topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the transaction-costs topic, visit your repo's landing page and select "manage topics."