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Implementation of Markowitz Mean-Variance Model Based on Matrix-Valued Factor Algorithm.
Shouyan Du
Yongze Sun
Yonghong Hu
Zhonghua Lu
Published in:
BigDataSecurity/HPSC/IDS (2019)
Keyphrases
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optimal solution
cost function
computationally efficient
detection algorithm
image sequences
objective function
support vector
computational complexity
denoising
linear programming
maximum likelihood
segmentation algorithm
convergence rate