A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection

Fuente: arXiv

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Bibliographic Details
Main Authors:	Moka, Sarat, Quiroz, Matias, Asimit, Vali, Muller, Samuel
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Optimization and Control Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.10099