Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection

Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection

10.1080/10556788.2022.2142580

Saved in:
Bibliographic Details
Main Authors: Qian Li, Wei Zhang, Guoqiang Wang, Y. Q. Bai
Other Authors: MATHEMATICS
Format: Review
Published: Taylor & Francis 2023
Online Access:https://scholarbank.nus.edu.sg/handle/10635/238037
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Description
Summary:10.1080/10556788.2022.2142580

Similar Items