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20202026
most citedOrthogonal Group Synchronization with Incomplete Measurements: Error Bounds and Linear Convergence of the Generalized Power Method

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q-fin.PM2020

Sparse High-Order Portfolios via Proximal DCA and SCA

Jinxin Wang, Zengde Deng, Taoli Zheng +1

In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Opt…