Sparse High-Order Portfolios Via Proximal Dca And Sca

Jinxin Wang, Zengde Deng, Taoli Zheng, Anthony Man-Cho So. Sparse High-Order Portfolios Via Proximal Dca And Sca. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2021, Toronto, ON, Canada, June 6-11, 2021. pages 5425-5429, IEEE, 2021. [doi]

Abstract

Abstract is missing.