Search Results for author:
Found 3 papers, 1 papers with code
Network Topology Inference with Sparsity and Laplacian Constraints
We tackle the network topology inference problem by utilizing Laplacian constrained Gaussian graphical models, which recast the task as estimating a precision matrix in the form of a graph Laplacian.
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization
The mean and variance of portfolio returns are the standard quantities to measure the expected return and risk of a portfolio.
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution
Initially, profit and risk were measured by the first two moments of the portfolio's return, a. k. a.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
