Abstract: Portfolio optimization that allows the borrowed money from a loan to be invested in risk assets is formulated as a data-driven optimization problem called POL_P. Then, in order to reflect ...
Abstract: Gradient Descent Ascent (GDA) methods for min-max optimization problems typically produce oscillatory behavior that can lead to instability, e.g., in bilinear settings. To address this ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback