| Nonconvex L1/2 regularization for sparse portfolio selection (PJO) |
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Volume 10
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Number 1
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pp. 163-176
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| Nonconvex L1/2 regularization for sparse portfolio selection |
| Fengmin Xu , Guan Wang and Yuelin Gao |
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Mathematices Subject Classification |
| L1/2 regularization, sparse portfolio selection, half thresholding algorithm |
90C26, 91G10, 90C90 |
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| Copyright© 2014 Yokohama Publishers |
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