Pages that link to "Item:Q2288970"
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The following pages link to An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection (Q2288970):
Displaying 8 items.
- Sparse factor model based on trend filtering (Q2070700) (← links)
- Group sparse enhanced indexation model with adaptive beta value (Q5041670) (← links)
- Portfolio Selection with Regularization (Q5865917) (← links)
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)
- A novel regularization-based optimization approach to sparse mean-reverting portfolios selection (Q6088537) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)
- Subspace Newton method for sparse group \(\ell_0\) optimization problem (Q6607024) (← links)
- Constrained mix sparse optimization via hard thresholding pursuit (Q6635782) (← links)