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Data Science in Science Volume 3, 2024 - Issue 1
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Research Article

A Unified Framework for Fast Large-Scale Portfolio Optimization

Weichuan Denga Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook, NY, USA
,
Paweł Polaka Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook, NY, USA;b Institute for Advanced Computational Science, Stony Brook University, Stony Brook, NY, USACorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-6645-015X
ORCID Icon,
Abolfazl Safikhanic Department of Statistics, George Mason University, Fairfax, VA, USA
&
Ronakdilip Shaha Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook, NY, USA
Article: 2295539 | Received 23 Dec 2022, Accepted 11 Dec 2023, Published online: 15 Feb 2024

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