Pages that link to "Item:Q5087719"

The following pages link to A Scalable Algorithm for Sparse Portfolio Selection (Q5087719):

Displaying 11 items.

• Linear-step solvability of some folded concave and singly-parametric sparse optimization problems (Q2693645) (← links)
• Conic formulation of QPCCs applied to truly sparse QPs (Q2696922) (← links)
• Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints (Q5060505) (← links)
• Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions (Q5106393) (← links)
• Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
• Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
• Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
• Inexact penalty decomposition methods for optimization problems with geometric constraints (Q6133301) (← links)
• Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
• Distributed primal outer approximation algorithm for sparse convex programming with separable structures (Q6173959) (← links)
• A Path-Based Approach to Constrained Sparse Optimization (Q6202768) (← links)