Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Lemes, Max V."'
In this work, we introduce Modern Portfolio Theory using basic concepts from linear algebra, differential calculus, statistics, and optimization. This theory allows us to measure the return and risk of an investment portfolio, serving as a basis for
Externí odkaz:
http://arxiv.org/abs/2208.07909
The purpose of this paper is to present an inexact version of the scaled gradient projection method on a convex set, which is inexact in two sense. First, an inexact projection on the feasible set is computed, allowing for an appropriate relative err
Externí odkaz:
http://arxiv.org/abs/2106.04786