This project forked from zmy920423/bandit_portfolio_version
Only release code of basic framework and "Online Portfolio Selection with Cardinality Constraint and Transaction Costs based on Contextual Bandit" (IJCAI 2020)
License: MIT License
本项目包含一个基于pytorch的bandit实验框架，具体说明见bandit/doc
IJCAI2020论文的代码运行入口为bandit/run/portfolio/run_portfolio_exp4.py
Mengying Zhu, Xiaolin Zheng, Yan Wang, Qianqiao Liang, Wenfang Zhang: Online Portfolio Selection with Cardinality Constraint and Transaction Costs based on Contextual Bandit. IJCAI 2020: 4682-4689 https://www.ijcai.org/Proceedings/2020/646
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