Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization.

Margherita Giuzio Davide Ferrari Sandra Paterlini

Published in: Eur. J. Oper. Res. (2016)

Keyphrases

maximum likelihood
least squares
objective function
genetic algorithm
multiscale
probability distribution
partial occlusion
robust estimation
sparse data
real time face tracking
natural images
posterior probability
optimal control
robust optimization
portfolio selection
dense motion estimation