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"An Adaptive Regularization Approach to Portfolio Optimization."
Tarig Ballal et al. (2021)
- Tarig Ballal, Abdelrahman S. Abdelrahman, Ali H. Muqaibel, Tareq Y. Al-Naffouri:
An Adaptive Regularization Approach to Portfolio Optimization. ICASSP 2021: 5175-5179
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