The following pages link to (Q4614099):
Displaying 8 items.
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- Online portfolio selection with long-short term forecasting (Q2079300) (← links)
- Adaptive online portfolio strategy based on exponential gradient updates (Q2125237) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- (Q4969160) (← links)
- Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
- Kernel-based aggregating learning system for online portfolio optimization (Q6534839) (← links)
- A Krasnoselskii-Mann proximity algorithm for Markowitz portfolios with adaptive expected return level (Q6670350) (← links)