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[期刊论文] 作者：XU Fengmin,SUN Min,DAI Yuhong,,
来源：Journal of Systems Science & Complexity 年份：2017
This paper considers the problem of optimal portfolio deleveraging, which is a crucial problem in finance. Taking the permanent and temporary price cross-impact...
[期刊论文] 作者：ZHAO ZhiHua,XU FengMin,LI Xian,
来源：中国科学：数学英文版 年份：2015
In this paper, we propose and analyze adaptive projected gradient thresholding(APGT) methods for finding sparse solutions of the underdetermined linear systems...
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