Hao Wang 0075, Wanying Zhang, Yuxin He, Wenming Cao 0001. l0-norm based Short-term Sparse Portfolio Optimization Algorithm Based on Alternating Direction Method of Multipliers. Signal Processing, 208:108957, July 2023. [doi]
@article{WangZHC23,
title = {l0-norm based Short-term Sparse Portfolio Optimization Algorithm Based on Alternating Direction Method of Multipliers},
author = {Hao Wang 0075 and Wanying Zhang and Yuxin He and Wenming Cao 0001},
year = {2023},
month = {July},
doi = {10.1016/j.sigpro.2023.108957},
url = {https://doi.org/10.1016/j.sigpro.2023.108957},
researchr = {https://researchr.org/publication/WangZHC23},
cites = {0},
citedby = {0},
journal = {Signal Processing},
volume = {208},
pages = {108957},
}