Na Yu, You Liang, A. Thavaneswaran. Data-Driven Robust and Sparse Solutions for Large-scale Fuzzy Portfolio Optimization. In IEEE Symposium Series on Computational Intelligence, SSCI 2021, Orlando, FL, USA, December 5-7, 2021. pages 1-7, IEEE, 2021. [doi]
@inproceedings{YuLT21-3,
title = {Data-Driven Robust and Sparse Solutions for Large-scale Fuzzy Portfolio Optimization},
author = {Na Yu and You Liang and A. Thavaneswaran},
year = {2021},
doi = {10.1109/SSCI50451.2021.9659922},
url = {https://doi.org/10.1109/SSCI50451.2021.9659922},
researchr = {https://researchr.org/publication/YuLT21-3},
cites = {0},
citedby = {0},
pages = {1-7},
booktitle = {IEEE Symposium Series on Computational Intelligence, SSCI 2021, Orlando, FL, USA, December 5-7, 2021},
publisher = {IEEE},
isbn = {978-1-7281-9048-8},
}