Li, Q., Zhang, W., Wang, G., & Bai, Y. (2023). Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection. Optimization methods & software, 38(2), 434-456. https://doi.org/10.1080/10556788.2022.2142580
Citace podle Chicago (17th ed.)Li, Qian, Wei Zhang, Guoqiang Wang, a Yanqin Bai. "Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection." Optimization Methods & Software 38, no. 2 (2023): 434-456. https://doi.org/10.1080/10556788.2022.2142580.
Citace podle MLA (9th ed.)Li, Qian, et al. "Non-convex Regularization and Accelerated Gradient Algorithm for Sparse Portfolio Selection." Optimization Methods & Software, vol. 38, no. 2, 2023, pp. 434-456, https://doi.org/10.1080/10556788.2022.2142580.
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