Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962)
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scientific article; zbMATH DE number 7813997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property |
scientific article; zbMATH DE number 7813997 |
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Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (English)
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6 March 2024
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ADMM
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high dimensional portfolio selection
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parallel computing
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