Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection
10.1080/10556788.2022.2142580
Saved in:
| Main Authors: | , , , |
|---|---|
| Other Authors: | |
| 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 |
| id |
sg-nus-scholar.10635-238037 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-2380372024-04-17T03:01:03Z Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection Qian Li Wei Zhang Guoqiang Wang Y. Q. Bai MATHEMATICS 10.1080/10556788.2022.2142580 Optimization Methods and Software 38 2 434-456 2023-03-10T01:53:42Z 2023-03-10T01:53:42Z 2022-11-10 Review Qian Li, Wei Zhang, Guoqiang Wang, Y. Q. Bai (2022-11-10). Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection. Optimization Methods and Software 38 (2) : 434-456. ScholarBank@NUS Repository. https://doi.org/10.1080/10556788.2022.2142580 1055-6788 https://scholarbank.nus.edu.sg/handle/10635/238037 Taylor & Francis Taylor & Francis |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| description |
10.1080/10556788.2022.2142580 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Qian Li Wei Zhang Guoqiang Wang Y. Q. Bai |
| format |
Review |
| author |
Qian Li Wei Zhang Guoqiang Wang Y. Q. Bai |
| spellingShingle |
Qian Li Wei Zhang Guoqiang Wang Y. Q. Bai Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection |
| author_sort |
Qian Li |
| title |
Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection |
| title_short |
Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection |
| title_full |
Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection |
| title_fullStr |
Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection |
| title_full_unstemmed |
Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection |
| title_sort |
non-convex regularization and accelerated gradient algorithm for sparse portfolio selection |
| publisher |
Taylor & Francis |
| publishDate |
2023 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/238037 |
| _version_ |
1800915797355266048 |