A. Mousavi

Available identifiers

Publication	Date of Publication	Type
A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints	2023-09-29	Paper
Cardinality Constrained Mean-Variance Portfolios: A Penalty Decomposition Algorithm	2023-09-27	Paper
Rings whose elements are sums of m-potents and nilpotents	2022-07-15	Paper
Quadratic surface support vector machine with L1 norm regularization	2022-06-09	Paper
A Penalty Decomposition Algorithm with Greedy Improvement for Mean-Reverting Portfolios with Sparsity and Volatility Constraints	2021-04-16	Paper
A survey on compressive sensing: classical results and recent advancements	2021-03-19	Paper
Quadratic Surface Support Vector Machine with L1 Norm Regularization	2019-08-22	Paper
Study on Integral Operators by Using Komato Operator on a New Class of Univalent Functions	2013-05-03	Paper
Radius of starlike and partial sum property for holomorphic functions defined by Komatu operator	2012-09-20	Paper
Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints	N/A	Paper
Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling	N/A	Paper

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