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Research article

First published 2023-12-02

Fast alternating direction algorithms for sparse portfolio model via sorted ℓ 1 -norm

Wenxiu Liu, Lijun Xu, Yijia Zhou [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2013-8-26

Optimizing sparse mean reverting portfolios

I. Róbert Sipos, János Levendovszky

Algorithmic Finance

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Research article

First published 2013-12-28

Sparse,mean reverting portfolio selection using simulated annealing

Norbert Fogarasi, Janos Levendovszky

Algorithmic Finance

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Research article

First published 2014-08

The Effect of Competition on R&D Portfolio Investments

Mark S. Zschocke, Benny Mantin, Elizabeth M. Jewkes

Production and Operations Management

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Research article

First published 2012-8

A Method for Reconciling Subjectivist and Objectivist Assumptions in Management Research

Tillmann Böhme, Paul Childerhouse, Eric Deakins [...]

Journal of Leadership & Organizational Studies

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Research article

First published 2013-6

Tactile Drawings,Ethics,and a Sanctuary: Metaphoric Devices Invented by a Blind Woman

John M Kennedy

Perception

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Research article

First published 2015-3

Constrained matrix factorization for financial data clustering

Jie Wang

Intelligent Data Analysis: An International Journal

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Research article

First published 2022-5

A Seasonal Model with Dropout to Improve Forecasts of Purchase Levels

Robin Wünderlich, Nancy V. Wünderlich, Florian v. Wangenheim

Journal of Interactive Marketing

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Research article

First published 2007-7

Non-linearities and GARCH Effects in the Emerging Stock Markets of South Asia

Raj S Dhankar, Madhumita Chakraborty

Vikalpa: The Journal for Decision Makers

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