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April 3, 2026math.OCcs.CEcs.DCcs.LGmath.NA
Scalable Mean-Variance Portfolio Optimization via Subspace Embeddings and GPU-Friendly Nesterov-Accelerated Projected Gradient
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math.OC, cs.CE, cs.DC, cs.LG, math.NA
math.OC, cs.CE, cs.DC, cs.LG, math.NA