Convex Quadratic Programming-Based Predictors: An Algorithmic Framework and a Study of Possibilities and Computational Challenges

Lecture notes in computer science 2026

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Authors: Linnéa Gyllberg, Shudi Zhao, Jan Kronqvist
DOI: 10.1007/978-3-032-09192-5_13
Cited by: 0
References: 18

Fields of Study & Subjects

Stochastic Gradient Optimization Techniques Stock Market Forecasting Methods Risk and Portfolio Optimization

Publication details

Journal / source
Lecture notes in computer science
Pages
191–202
Publication date
1 January 2026
Language
EN