{"title":"l0-norm based Short-term Sparse Portfolio Optimization Algorithm Based on Alternating Direction Method of Multipliers","authors":"Hao Wang, Wanying Zhang, Yuxin He, Wenming Cao","doi":"10.2139/ssrn.4115395","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":21745,"journal":{"name":"Signal Process.","volume":"105 1","pages":"108957"},"PeriodicalIF":0.0000,"publicationDate":"2023-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Signal Process.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.4115395","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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