Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection
10.1080/10556788.2022.2142580
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| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Review |
| Published: |
Taylor & Francis
2023
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/238037 |
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| Institution: | National University of Singapore |