"Autonomous sparse Markowitz portfolio based on two-stage accelerated ..."

Yizun Lin, Linhui Wang, Zhao-Rong Lai (2025)

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DOI: 10.1016/J.ESWA.2025.126598

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type: Journal Article

metadata version: 2025-03-07

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Yizun Lin, Linhui Wang, Zhao-Rong Lai:
Autonomous sparse Markowitz portfolio based on two-stage accelerated forward-backward algorithm. Expert Syst. Appl. 271: 126598 (2025)

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