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Design and Implementation of a Parallel Markowitz Threshold Algorithm (2020)

First Author: Davis T

Attributed to: Least Squares: Fit for the Future 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