l0-norm based Short-term Sparse Portfolio Optimization Algorithm Based on Alternating Direction Method of Multipliers

Autor:	Cao Wenming, Yuxin HE, Hao WANG, Zhang Wanying
Rok vydání:	2023
Předmět:	History Polymers and Plastics Control and Systems Engineering Signal Processing Computer Vision and Pattern Recognition Business and International Management Electrical and Electronic Engineering Industrial and Manufacturing Engineering Software
Zdroj:	Signal Processing. 208:108957
ISSN:	0165-1684
DOI:	10.1016/j.sigpro.2023.108957
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3a4e42cf1ffd69760c937be516be0011 https://doi.org/10.1016/j.sigpro.2023.108957 Zobrazit plný text záznamu Full Text from ScienceDirect