A. Mousavi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Sparse extended mean-variance-CVaR portfolios with short-selling Japan Journal of Industrial and Applied Mathematics	2026-03-11	Paper
A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints International Transactions in Operational Research	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 Communications in Algebra	2022-07-15	Paper
Quadratic surface support vector machine with L1 norm regularization Journal of Industrial and Management Optimization	2022-06-09	Paper
A Penalty Decomposition Algorithm with Greedy Improvement for Mean-Reverting Portfolios with Sparsity and Volatility Constraints (available as arXiv preprint)	2021-04-16	Paper
A survey on compressive sensing: classical results and recent advancements (available as arXiv preprint)	2021-03-19	Paper
Quadratic Surface Support Vector Machine with L1 Norm Regularization (available as arXiv preprint)	2019-08-22	Paper
Study on Integral Operators by Using Komato Operator on a New Class of Univalent Functions Journal of Mathematics Research	2013-05-03	Paper
Radius of starlike and partial sum property for holomorphic functions defined by Komatu operator Acta Universitatis Apulensis. Mathematics - Informatics	2012-09-20	Paper
Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints (available as arXiv preprint)	N/A	Paper
Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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