%0 Journal Article %1 journals/jmlr/LaiYFW18 %A Lai, Zhao-Rong %A Yang, Pei-Yi %A Fang, Liangda %A Wu, Xiaotian %D 2018 %J J. Mach. Learn. Res. %K dblp %P 63:1-63:28 %T Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers. %U http://dblp.uni-trier.de/db/journals/jmlr/jmlr19.html#LaiYFW18 %V 19

@article{journals/jmlr/LaiYFW18, added-at = {2019-07-10T00:00:00.000+0200}, author = {Lai, Zhao-Rong and Yang, Pei-Yi and Fang, Liangda and Wu, Xiaotian}, biburl = {https://www.bibsonomy.org/bibtex/226722b4bfdabfb54e5cb38382fb8b53e/dblp}, ee = {http://jmlr.org/papers/v19/17-558.html}, interhash = {eb94bd49d21ee2620c4c2d84a81cc6b2}, intrahash = {26722b4bfdabfb54e5cb38382fb8b53e}, journal = {J. Mach. Learn. Res.}, keywords = {dblp}, pages = {63:1-63:28}, timestamp = {2019-07-11T11:41:42.000+0200}, title = {Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers.}, url = {http://dblp.uni-trier.de/db/journals/jmlr/jmlr19.html#LaiYFW18}, volume = 19, year = 2018 }