Figure 2
From: Doubly elastic net regularized online portfolio optimization with transaction costs
Log Daily Return obtained by DENRPO2s and TCOs with \(\gamma =0.25\%\) in the NYSE(O) and MSCI.
Figure 2 | Scientific Reports
From: Doubly elastic net regularized online portfolio optimization with transaction costs
Log Daily Return obtained by DENRPO2s and TCOs with \(\gamma =0.25\%\) in the NYSE(O) and MSCI.
