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Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection.
Qian Li
Wei Zhang
Guoqiang Wang
Yanqin Bai
Published in:
Optim. Methods Softw. (2023)
Keyphrases
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learning algorithm
computational complexity
cost function
dynamic programming
convex hull
artificial intelligence
multi objective
linear programming
text classification
portfolio selection
search space
simulated annealing
genetic programming
optimization algorithm