[IEEE 2019 IEEE Global Conference on Signal and Information Processing (GlobalSIP) - Ottawa, ON, Canada (2019.11.11-2019.11.14)] 2019 IEEE Global Conference on Signal and Information Processing (GlobalSIP) - Large-Scale Regularized Portfolio Selection Via Convex Optimization
Zhao, Ziping, Palomar, Daniel P.Year:
2019
DOI:
10.1109/GlobalSIP45357.2019.8969214
File:
PDF, 713 KB
2019