Tensor train regression with convex regularization
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DOI: 10.1080/02331888.2025.2482070
Abstract: Tensor regression has received increasing attention in recent years since more and more data sets are naturally represented in tensor structures. In the regression setting, most existing works are concerned with tensors in CP or… read more here.
Keywords: train regression; tensor train; tensor; convex regularization ... See more keywords
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection
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DOI: 10.1080/10556788.2022.2142580
Abstract: In portfolio optimization, non-convex regularization has recently been recognized as an important approach to promote sparsity, while countervailing the shortcomings of convex penalty. In this paper, we customize the non-convex piecewise quadratic approximation (PQA) function… read more here.
Keywords: non convex; portfolio; algorithm; regularization ... See more keywords