Fast alternating direction algorithms for sparse portfolio model via sorted ℓ1-norm

Wenxiu Liu, Lijun Xu, Yijia Zhou, Bo Yu 0003. Fast alternating direction algorithms for sparse portfolio model via sorted ℓ1-norm. Journal of Intelligent and Fuzzy Systems, 45(6):11853-11872, December 2023. [doi]

Authors

Wenxiu Liu

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Lijun Xu

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Yijia Zhou

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Bo Yu 0003

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