Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Zhang-Lei Shi"'
Publikováno v:
IEEE Transactions on Neural Networks and Learning Systems. :1-13
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ba869f80bddf8e646ccb0a688e21ae66
https://doi.org/10.1109/tnnls.2023.3236415
https://doi.org/10.1109/tnnls.2023.3236415
Publikováno v:
IEEE Transactions on Neural Networks and Learning Systems. :1-9
Inspired by sparse learning, the Markowitz mean-variance model with a sparse regularization term is popularly used in sparse portfolio optimization. However, in penalty-based portfolio optimization algorithms, the cardinality level of the resultant p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::646c4d8f35d13e500ff40021a94a3200
https://doi.org/10.1109/tnnls.2022.3192065
https://doi.org/10.1109/tnnls.2022.3192065