Pages that link to "Item:Q3465255"

The following pages link to Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (Q3465255):

Displaying 21 items.

• \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
• Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
• Sparse factor model based on trend filtering (Q2070700) (← links)
• Online portfolio selection with long-short term forecasting (Q2079300) (← links)
• Fused Lasso approach in portfolio selection (Q2241053) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
• BERT-based NLP techniques for classification and severity modeling in basic warranty data study (Q2682975) (← links)
• Efficient differentiable quadratic programming layers: an ADMM approach (Q2696912) (← links)
• Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
• (Q4614099) (← links)
• Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
• (Q4969160) (← links)
• Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
• Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
• Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
• Degenerate Preconditioned Proximal Point Algorithms (Q5869819) (← links)
• Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (Q6159081) (← links)
• Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)
• A Krasnoselskii-Mann proximity algorithm for Markowitz portfolios with adaptive expected return level (Q6670350) (← links)