Pages that link to "Item:Q2419515"
From MaRDI portal
The following pages link to Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515):
Displaying 16 items.
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
- A subspace-accelerated split Bregman method for sparse data recovery with joint \(\ell_1\)-type regularizers (Q2208931) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection (Q2288970) (← links)
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
- Split Bregman iteration for multi-period mean variance portfolio optimization (Q2662553) (← links)
- A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection (Q5034163) (← links)
- Sparse Approximations with Interior Point Methods (Q5044994) (← links)
- Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection (Q5882243) (← links)
- A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984) (← links)
- Penalty method for the sparse portfolio optimization problem (Q6574067) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)
