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institution

Risk Management Institute

Singapore

8 papers here211 citations across 8
fields
  • math.OC3
  • econ.GN1
  • math.NT1
  • math.ST1
  • q-fin.RM1
  • stat.ME1
ROR 03sgmjc85OpenAlex

affiliations via OpenAlex

output
20112022
most citedAn Efficient Inexact Symmetric Gauss-Seidel Based Majorized ADMM for High-Dimensional Convex Composite Conic Programming

109 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

  • Defeng Sun3 · h 55
  • K. Toh2 · h 52
  • Liang Chen2 · h 9
  • Yingcun Xia2 profiles2 · h 31
  • Howell Tong1
  • H. Tong1 · h 47
  • Kan Chen1 · h 3
  • Shantian Cheng1 · h 3
  • S. Pan1 · h 21
  • Tuoyuan Cheng1 · h 9
  • Wei He1 · h 11
  • Wei-Min Miao1 · h 3
collaborating institutions
  • National University of SingaporeSG8 papers
  • Hunan UniversityCN2 papers
  • London School of Economics and Political ScienceGB2 papers
  • Chinese University of Hong KongHK1 paper
  • South China University of TechnologyCN1 paper
  • University of IowaUS1 paper
Showing 2012Show all

2 papers · 1 filter

math.OC2012★ 3 cited

A Rank-Corrected Procedure for Matrix Completion with Fixed Basis Coefficients

Weimin Miao, Shaohua Pan, Defeng Sun

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis c…

stat.ME2012

Rejoinder to "Feature Matching in Time Series Modeling"

Yingcun Xia, Howell Tong

Rejoinder to "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]

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