{"title":"基于乘数交替方向法的10范数短期稀疏投资组合优化算法","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":"{\"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}","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}
引用次数: 1