Instruct: Given the title of a scientific paper, retrieve paper titles that are cited by the given paper.
Query: A penalty PALM method for sparse portfolio selection problems
optimal portfolio selection using regularization marine carrasco and neree noumon .
Solving portfolio optimization problem through differential evolution
Financial portfolio management through the goal programming model: Current state-of-the-art
Inverse Optimization : A New Perspective on the Black-Litterman Model
Portfolio Allocation for Bayesian Optimization
Portfolio Selections in P2P Lending: A Multi-Objective Perspective
a portfolio approach to algorithm selection .
Portfolio Selection Using Fuzzy Analytic Hierarchy Process (FAHP)
Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance
Portfolio Optimization with Mental Accounts
COCOpf: An Algorithm Portfolio Framework.
Optimal Portfolio and Consumption in Modified Black-Scholes Model
Rebalancing an Investment Portfolio in the Presence of Transaction Costs
Portfolio Choice Based on Third-Degree Stochastic Dominance
Optimal execution of portfolio transactions
An Algorithm for Trading and Portfolio Management Using Q-learning and Sharpe Ratio Maximization
Portfolio choice and the Bayesian Kelly criterion
Independent factor reinforcement learning for portfolio management
Surveying stock market portfolio optimization techniques
A Novel Approach of Option Portfolio Construction Using the Kelly Criterion
Collaborative Recommender System: A Review
Evidence for Sensory Prediction Deficits in Schizophrenia
A Well-Conditioned Estimator For Large Dimensional Covariance Matrices
Efficient Classification for Additive Kernel SVMs
Internet information-seeking in mental health: Population survey