Replicating Portfolios: \(\mathscr {L}^1\) Versus \(\mathscr {L}^2\) Optimization.

Jan Natolski Ralf Werner

Published in: OR (2015)

Keyphrases

optimization algorithm
global optimization
social networks
optimization problems
optimization process
information systems
optimization strategies
real world
data mining
feature selection
decision making
web services
database systems
bayesian networks
combinatorial optimization