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Gengling Dai
Publication Activity (10 Years)
Years Active: 2020-2022
Publications (10 Years): 2
Top Topics
Portfolio Selection
Portfolio Optimization
Regularization Term
Group Lasso
Top Venues
Ann. Oper. Res.
Asia Pac. J. Oper. Res.
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Publications
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Ning Zhang
,
Jingnan Chen
,
Gengling Dai
Portfolio Selection with Regularization.
Asia Pac. J. Oper. Res.
39 (2) (2022)
Jingnan Chen
,
Gengling Dai
,
Ning Zhang
An application of sparse-group lasso regularization to equity portfolio optimization and sector selection.
Ann. Oper. Res.
284 (1) (2020)