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Lewis-Cheetham, James, Li, Yuhua ORCID: https://orcid.org/0000-0003-2913-4478, Liberatore, Federico ORCID: https://orcid.org/0000-0001-9900-5108 and Wang, Qingwei ORCID: https://orcid.org/0000-0002-3695-7846 2024. The impact of transaction costs on forecast-based trading strategy performance. Presented at: CIFEr 2024: IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, Hoboken, New Jersey, USA, 22-23 October 2024.
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