An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient optimization approach for a cardinality-constrained index tracking problem |
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An efficient optimization approach for a cardinality-constrained index tracking problem (English)
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29 June 2016
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index tracking
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cardinality constraint
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nonmonotone projected gradient method
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