Analytic approach to variance optimization under an ℓ1 constraint
Crossref DOI link: https://doi.org/10.1140/epjb/e2018-90456-2
Published Online: 2019-01-14
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kondor, Imre
Papp, Gábor
Caccioli, Fabio
Text and Data Mining valid from 2019-01-01
Article History
Received: 13 July 2018
Revised: 17 October 2018
First Online: 14 January 2019