The following pages link to (Q4614099):
Displayed 6 items.
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Online portfolio selection with long-short term forecasting (Q2079300) (← links)
- Adaptive online portfolio strategy based on exponential gradient updates (Q2125237) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- (Q4969160) (← links)
- Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)