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个人信息：Personal Information
讲师
性别：男
毕业院校：西安交通大学
学历：博士研究生毕业
在职信息：在岗
所在单位：数学与统计学院
办公地点：办公辅楼219
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- Efficient Projected Gradient Methods for Cardinality Constrained Optimization.Science China Mathematics.2018,62(2):245-268
- Adaptive Projected Gradient Thresholding Methods for Constrained L0 Problems.Science China Mathematics.2015,58(10):1-20
- A Sparse Enhanced Indexation Model with L1/2 Norm and Its Alternating Quadratic Penalty Method.Journal of the Operational Research Society.2018,70(1):5-25
- CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints.Applied Economics Letters.2021,28(3):201-207
- Robust portfolio rebalancing with cardinality and diversification constraints.Quantitative Finance.2021
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