Found 19 Documents (Results 1–19)
Geometric characterization of maximum diversification return portfolio via Rao’s quadratic entropy. (English) Zbl 1518.91248
BERT-based NLP techniques for classification and severity modeling in basic warranty data study. (English) Zbl 1507.91194
MSC:
91G05
\(l_1\)-regularization for multi-period portfolio selection. (English) Zbl 1455.91234
Reviewer: George Stoica (Saint John)
Mean-variance portfolio selection for partially observed point processes. (English) Zbl 1476.91162
Reviewer: Roberto C. Raimondo (Melbourne)
Loss control with rank-one covariance estimate for short-term portfolio optimization. (English) Zbl 1502.91056
Adaptive \(l_1\)-regularization for short-selling control in portfolio selection. (English) Zbl 1422.91646
Short-term sparse portfolio optimization based on alternating direction method of multipliers. (English) Zbl 1420.91422
Filter Results by …
all
top 5
Author
- De Simone, Valentina (4)
- Corsaro, Stefania (3)
- Lindström, Erik (3)
- Madsen, Henrik O. (3)
- Nystrup, Peter (3)
- Fang, Liangda (2)
- Lai, Zhao-Rong (2)
- Marino, Zelda (2)
- Qi, Houduo (2)
- Wu, Xiaotian (2)
- Ahn, Miju (1)
- Boyd, Stephen Poythress (1)
- Bredies, Kristian (1)
- Butler, Andrew R. (1)
- Chenchene, Enis (1)
- Fabozzi, Frank J. (1)
- Ge, Zhili (1)
- Hong, Don (1)
- Kim, Woo Chang (1)
- Kong, Lingchen (1)
- Kwon, Roy H. (1)
- Li, Roujia (1)
- Liu, Jia (1)
- Lorenz, Dirk Alfred (1)
- Luo, ZiYan (1)
- Naldi, Emanuele (1)
- Pang, Jong-Shi (1)
- Perla, Francesca (1)
- Tan, Liming (1)
- Wang, Xingyuan (1)
- Wu, Zhongming (1)
- Xie, Guoyu (1)
- Xin, Jack X. (1)
- Xiong, Jie (1)
- Xiu, Naihua (1)
- Xu, Shuzhe (1)
- Yang, Pei-Yi (1)
- Yu, Xiaotong (1)
- Zeng, Yong (1)
- Zhang, Chuanlong (1)
- Zhang, Shuaiqi (1)
- Zhao, Hongxin (1)
all
top 5
Serial
- Ann. Oper. Res. (5)
- Comput. Optim. Appl. (3)
- SIAM J. Optim. (2)
- Quant. Finance (2)
- J. Mach. Learn. Res. (2)
- SIAM J. Control Optim. (1)
- Insur. Math. Econ. (1)
- Optimization (1)
- SIAM J. Financ. Math. (1)
- SN Oper. Res. Forum (1)