Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang, Xiaotian Wu. Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers. Journal of Machine Learning Research, 19, 2018. [doi]

This author has not been identified. Look up 'Zhao-Rong Lai' in GoogleThis author has not been identified. Look up 'Pei-Yi Yang' in GoogleThis author has not been identified. Look up 'Liangda Fang' in GoogleThis author has not been identified. Look up 'Xiaotian Wu' in Google

runs on WebDSL