Pages that link to "Item:Q2314467"
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The following pages link to Robust and sparse portfolio model for index tracking (Q2314467):
Displaying 7 items.
- Quadratic surface support vector machine with L1 norm regularization (Q2673397) (← links)
- A new hybrid \(l_p\)-\(l_2\) model for sparse solutions with applications to image processing (Q2691208) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
- Global convergence of a class new smooth penalty algorithm for constrained optimization problem (Q6093365) (← links)
- Time-weighted nonnegative bridge index-tracking model and its application (Q6544225) (← links)
- Regularized distributionally robust optimization with application to the index tracking problem (Q6573374) (← links)
