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A mixed-integer fractional optimization approach to best subset selection
Gómez, Andrés; Prokopyev, Oleg - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 551-565
Persistent link: https://www.econbiz.de/10012546110
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Subset selection with shrinkage : sparse linear modeling when the SNR is low
Mazumder, Rahul; Radchenko, Peter; Dedieu, Antoine - In: Operations research 71 (2023) 1, pp. 129-147
Persistent link: https://www.econbiz.de/10014308406
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Convex optimization under combinatorial sparsity constraints
Buchheim, Christoph; Traversi, Emiliano - In: Operations research letters 50 (2022) 6, pp. 632-638
Persistent link: https://www.econbiz.de/10014230140
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Futuristic portfolio optimization problem : wavelet based long short-term memory
Abolmakarem, Shaghayegh; Abdi, Farshid; … - In: Journal of modelling in management 19 (2024) 2, pp. 523-555
Persistent link: https://www.econbiz.de/10014486825