Nonconvex \(L_{1/2}\) regularization for sparse portfolio selection (Q5402632)
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scientific article; zbMATH DE number 6270282
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| English | Nonconvex \(L_{1/2}\) regularization for sparse portfolio selection |
scientific article; zbMATH DE number 6270282 |
Statements
14 March 2014
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\(L_{1/2}\) regularization
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sparse portfolio selection
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half thresholding algorithm
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0.8362547159194946
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0.8353660106658936
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0.8335677981376648
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0.8291609883308411
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0.8134210109710693
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