Design and Implementation of a Parallel Markowitz Threshold Algorithm (2020)
Attributed to:
Linear Algebra and Optimization: Structure, Sparsity, Algorithms and Software
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1137/19m1245815
Publication URI: http://dx.doi.org/10.1137/19m1245815
Type: Journal Article/Review
Parent Publication: SIAM Journal on Matrix Analysis and Applications
Issue: 2