Fused Lasso approach in portfolio selection (Q2241053)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fused Lasso approach in portfolio selection |
scientific article |
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Fused Lasso approach in portfolio selection (English)
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8 November 2021
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multi-period portfolio optimization
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\(l_1\)-norm
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constrained optimization
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split Bregman
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