Yizun Lin, Linhui Wang, Zhao-Rong Lai. Autonomous sparse Markowitz portfolio based on two-stage accelerated forward-backward algorithm. Expert Syst. Appl., 271:126598, 2025. [doi]
@article{LinWL25,
title = {Autonomous sparse Markowitz portfolio based on two-stage accelerated forward-backward algorithm},
author = {Yizun Lin and Linhui Wang and Zhao-Rong Lai},
year = {2025},
doi = {10.1016/j.eswa.2025.126598},
url = {https://doi.org/10.1016/j.eswa.2025.126598},
researchr = {https://researchr.org/publication/LinWL25},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {271},
pages = {126598},
}