16 citations · 29 across the 16 of their papers we have counts for
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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…
cs.IR2020★ 1 cited
Single-Layer Graph Convolutional Networks For Recommendation
Yue Xu, Hao Chen, Zengde Deng +5
Graph Convolutional Networks (GCNs) and their variants have received significant attention and achieved start-of-the-art performances on various recommendation tasks. However, many…
math.OC2020★ 2 cited
Manifold Proximal Point Algorithms for Dual Principal Component Pursuit and Orthogonal Dictionary Learning
Shixiang Chen, Zengde Deng, Shiqian Ma +1
We consider the problem of maximizing the norm of a linear map over the sphere, which arises in various machine learning applications such as orthogonal dictionary learnin…