| Partly adaptive elastic net and its application to microarray classification J Li, Y Jia, Z Zhao Neural Computing and Applications 22, 1193-1200, 2013 | 32 | 2013 |
| A sparse enhanced indexation model with norm and its alternating quadratic penalty method Z Zhao, F Xu, M Wang, C Zhang Journal of the Operational Research Society 70 (3), 433-445, 2019 | 13 | 2019 |
| Adaptive projected gradient thresholding methods for constrained l 0 problems ZH Zhao, FM Xu, XY Li Science China Mathematics 58, 1-20, 2015 | 10 | 2015 |
| Robust portfolio rebalancing with cardinality and diversification constraints Z Zhao, F Xu, D Du, W Meihua Quantitative Finance 21 (10), 1707-1721, 2021 | 7 | 2021 |
| CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints Z Zhao, H Wang, X Yang, F Xu Applied Economics Letters 28 (3), 201-207, 2021 | 6 | 2021 |
| Efficient projected gradient methods for cardinality constrained optimization F Xu, Y Dai, Z Zhao, Z Xu Science China Mathematics 62, 245-268, 2019 | 4 | 2019 |
| Chance constrained conic-segmentation support vector machine with uncertain data S Peng, G Canessa, Z Allen-Zhao Annals of Mathematics and Artificial Intelligence, 1-23, 2023 | 3 | 2023 |
| Robust enhanced indexation optimization with sparse industry layout constraint Z Allen-Zhao, F Xu, YH Dai, S Liu Computers & Operations Research 161, 106420, 2024 | | 2024 |
| Cardinality-constrained Low-rank Least Squares Regression for Multiview Subspace Clustering M Jia, Z Allen-Zhao, S Liu Available at SSRN 4677154, 2023 | | 2023 |
| Sparse portfolio optimization via a novel fractional regularization Z Wu, K Sun, Z Ge, Z Allen-Zhao, T Zeng Available at SSRN, 2023 | | 2023 |
| Adaptive Projected Gradient Thresholding Methods for Constrained l 0 Problems Z Allen-Zhao, FM Xu, X Li Available at SSRN 3786501, 2021 | | 2021 |
| A Sparse Enhanced Indexation Model with L 1/2 Norm and Its Alternating Quadratic Penalty Method Z Allen-Zhao, F Xu, M Wang, C Zhang Available at SSRN 3786496, 2021 | | 2021 |
| CVaR-Cardinality Enhanced Indexation Optimization with Tunable Short-Selling Constraints Z Allen-Zhao, H Wang, X Yang, M Wang Available at SSRN 3786484, 2021 | | 2021 |
| Efficient Projected Gradient Methods for L 0 Constrained Optimization FM Xu, YH Dai, Z Allen-Zhao, Z Xu Available at SSRN 3786491, 2021 | | 2021 |
Yu-Hong Daichinese academy of sciencesVerified email at lsec.cc.ac.cn
