Pages that link to "Item:Q5014198"

The following pages link to Efficient computation of mean reverting portfolios using cyclical coordinate descent (Q5014198):

Displaying 2 items.

• A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984) (← links)
• A novel regularization-based optimization approach to sparse mean-reverting portfolios selection (Q6088537) (← links)