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Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection

Qian Li
; Wei Zhang; 
Guoqiang Wang
; 
Y. Q. Bai
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Abstract
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Source Title
Optimization Methods and Software
Publisher
Taylor & Francis
Series/Report No.
Collections
Staff Publications
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10.108010556788.2022.2142580.zip
ZIP, 1.52 MB
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MATHEMATICS
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Date
2022-11-10
URI
https://scholarbank.nus.edu.sg/handle/10635/238037
DOI
10.1080/10556788.2022.2142580
Type
Review
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