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Scalable Mean-Variance Portfolio Optimization via Subspace Embeddings and GPU-Friendly Nesterov-Accelerated Projected Gradient

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Niu, Yi-Shuai, Wang, Yajuan
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Optimization and Control Computational Engineering, Finance, and Science Distributed, Parallel, and Cluster Computing Machine Learning Numerical Analysis 91G10, 90C20, 90C25, 90C06, 65K05, 65F55, 65Y05
Accesso online:	Acceder al recurso
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