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20222025
most citedMean-Variance Efficient Collaborative Filtering for Stock Recommendation

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math.OC2022★ 1 cited

Value Function Gradient Learning for Large-Scale Multistage Stochastic Programming Problems

Jinkyu Lee, Sanghyeon Bae, Woo Chang Kim +1

A stagewise decomposition algorithm called value function gradient learning (VFGL) is proposed for large-scale multistage stochastic convex programs. VFGL finds the parameter value…