Yu-Min Yen

Publication Activity (10 Years)

Years Active: 2014-2016
Publications (10 Years): 1

Top Topics

Portfolio Optimization

High Dimensional

Variable Selection

Penalty Functions

Top Venues

Comput. Stat. Data Anal.

Publications

Tso-Jung Yen, Yu-Min Yen
Structured variable selection via prior-induced hierarchical penalty functions. Comput. Stat. Data Anal. 96 (2016)
Yu-Min Yen, Tso-Jung Yen
Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. Comput. Stat. Data Anal. 76 (2014)