Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive \(l_1\)-regularization for short-selling control in portfolio selection |
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Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (English)
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13 June 2019
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portfolio selection
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\(l_1\)-regularization
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nonsmooth optimization
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Bregman iteration
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