Found 17 Documents (Results 1–17)
A novel regularization-based optimization approach to sparse mean-reverting portfolios selection. (English) Zbl 1527.91152
MSC:
91G10
DCA approaches for simultaneous wireless information power transfer in MISO secrecy channel. (English) Zbl 1519.90190
Eigen-stratified models. (English) Zbl 1492.90131
MSC:
90C25
Robust trade-off portfolio selection. (English) Zbl 1457.91353
Reviewer: Yuliya S. Mishura (Kyïv)
Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach. (English) Zbl 1397.74163
Adjusted robust mean-value-at-risk model: less conservative robust portfolios. (English) Zbl 1371.91160
POS3POLY – a MATLAB preprocessor for optimization with positive polynomials. (English) Zbl 1294.65070
A tutorial on geometric programming. (English) Zbl 1178.90270
MSC:
90C25
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