Projection Onto Convex Sets Approach to Solve Homogeneous Self Dual Model of Portfolio Optimization

Publication Information

Title

Japanese:
English:	Projection Onto Convex Sets Approach to Solve Homogeneous Self Dual Model of Portfolio Optimization

Author

Japanese:	Subchan Subchan, 山下真, Alvian Alif Hidayatullah, Safarina Sena, Mahmud Yunus.
English:	Subchan Subchan, Makoto Yamashita, Alvian Alif Hidayatullah, Sena Safarina, Mahmud Yunus.

Language

English

Journal/Book name

Japanese:
English:

Volume, Number, Page

Published date

Feb. 13, 2024

Publisher

Japanese:
English:

Conference name

Japanese:
English:	2023 International Conference on Advanced Mechatronics, Intelligent Manufacture and Industrial Automation

Conference site

Japanese:
English:	Surabaya