Short-term sparse portfolio optimization based on alternating direction method of multipliers (Q4614099)
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scientific article; zbMATH DE number 7008319
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| English | Short-term sparse portfolio optimization based on alternating direction method of multipliers |
scientific article; zbMATH DE number 7008319 |
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30 January 2019
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short-term portfolio optimization
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sparse portfolio
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alternating direction method of multipliers
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0.8329551219940186
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0.7585911750793457
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0.7573333382606506
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0.744651198387146
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0.7382810711860657
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