Design and Implementation of a Parallel Markowitz Threshold...

SIAM Journal on Matrix Analysis and Applications 2020 / 01 Vol. 41; Iss. 2

Design and Implementation of a Parallel Markowitz Threshold Algorithm

Davis, Timothy A., Duff, Iain S., Nakov, Stojce
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Volume:
41
Journal:
SIAM Journal on Matrix Analysis and Applications
DOI:
10.1137/19m1245815
Date:
January, 2020
File:
PDF, 1.14 MB
2020
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