Sparse High-Order Portfolios Via Proximal Dca And Sca.

Jinxin Wang Zengde Deng Taoli Zheng Anthony Man-Cho So

Published in: ICASSP (2021)

Keyphrases

high order
higher order
tensor decomposition
low order
pairwise
low rank
portfolio selection
fourth order
lower order
high dimensional
sparse representation
arithmetic coding