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Umong/repro-a-linearly-convergent-proximal-subgradient-algorithm-for-sparse-portfolio-optimization-wit

sourceHugging Faceupdated 2mo agoView on Hugging Face

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7fb4b672mo ago

Update logbook: Reproduction: A Linearly Convergent Proximal Subgradient Algorithm for Sparse Portfolio Optimization with Transaction Cost

Umong

5cf12002mo ago

Update logbook: Reproduction: A Linearly Convergent Proximal Subgradient Algorithm for Sparse Portfolio Optimization with Transaction Cost

Umong

f4bd2cf2mo ago

Update logbook: Reproduction: A Linearly Convergent Proximal Subgradient Algorithm for Sparse Portfolio Optimization with Transaction Cost

Umong

466c1742mo ago

Update logbook: Reproduction: A Linearly Convergent Proximal Subgradient Algorithm for Sparse Portfolio Optimization with Transaction Cost

Umong

7cc86b92mo ago

Update logbook: Reproduction: A Linearly Convergent Proximal Subgradient Algorithm for Sparse Portfolio Optimization with Transaction Cost

Umong

6ed965d2mo ago

initial commit

Umong