"Implementation of Markowitz Mean-Variance Model Based on Matrix-Valued ..."

Shouyan Du et al. (2019)

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DOI: 10.1109/BIGDATASECURITY-HPSC-IDS.2019.00025

access: closed

type: Conference or Workshop Paper

metadata version: 2023-06-26

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Shouyan Du, Yongze Sun, Yonghong Hu, Zhonghua Lu:
Implementation of Markowitz Mean-Variance Model Based on Matrix-Valued Factor Algorithm. BigDataSecurity/HPSC/IDS 2019: 85-89

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