Pages that link to "Item:Q3465255"
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The following pages link to Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (Q3465255):
Displayed 18 items.
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Sparse factor model based on trend filtering (Q2070700) (← links)
- Online portfolio selection with long-short term forecasting (Q2079300) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
- BERT-based NLP techniques for classification and severity modeling in basic warranty data study (Q2682975) (← links)
- Efficient differentiable quadratic programming layers: an ADMM approach (Q2696912) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
- (Q4614099) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
- (Q4969160) (← links)
- Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
- Degenerate Preconditioned Proximal Point Algorithms (Q5869819) (← links)
- Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (Q6159081) (← links)