Xiaolong Long, Ph.D.
Affiliations: | 2014 | Mathematics | University of California, Irvine, Irvine, CA |
Area:
Applied Mathematics, FinanceGoogle:
"Xiaolong Long"Parents
Sign in to add mentorKnut Solna | grad student | 2014 | UC Irvine | |
(Constructing Sparse and Fast Mean Reverting Portfolios.) |
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Publications
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Long X, Solna K, Xin J. (2018) Three $$l_1$$ l 1 Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios Journal of Scientific Computing. 75: 1156-1186 |