{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:D7OLBSSWS3WTDFKMWV3K45XHST","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"60889171c70739c526db305e215b36f201413be284f8a3a8edfbe6498d401af4","cross_cats_sorted":["math.OC"],"license":"http://creativecommons.org/licenses/by/3.0/","primary_cat":"q-fin.PM","submitted_at":"2013-12-22T07:07:36Z","title_canon_sha256":"1fc49fe1f3c5a7b4d6d3adbef65aa80d5cda465abbea4966b8d495752fc1dc93"},"schema_version":"1.0","source":{"id":"1312.6350","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1312.6350","created_at":"2026-05-18T03:03:58Z"},{"alias_kind":"arxiv_version","alias_value":"1312.6350v1","created_at":"2026-05-18T03:03:58Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1312.6350","created_at":"2026-05-18T03:03:58Z"},{"alias_kind":"pith_short_12","alias_value":"D7OLBSSWS3WT","created_at":"2026-05-18T12:27:40Z"},{"alias_kind":"pith_short_16","alias_value":"D7OLBSSWS3WTDFKM","created_at":"2026-05-18T12:27:40Z"},{"alias_kind":"pith_short_8","alias_value":"D7OLBSSW","created_at":"2026-05-18T12:27:40Z"}],"graph_snapshots":[{"event_id":"sha256:7274c016eb0bfd568c1dfdb5e54a40fd363457f1316a54a1f45d5afab8aa6f15","target":"graph","created_at":"2026-05-18T03:03:58Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"In this paper, we propose $\\ell_p$-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the sparsity of the second-order KKT points of the $\\ell_p$-norm regularized models. More interestingly, we present a theory that relates sparsity of the KKT points with Projected correlation and Projected Sharpe ratio. We also design an interior point algorithm to obtain an approximate second-order KKT solution of the $\\ell_p$-norm models in polynomial time wi","authors_text":"Caihua Chen, Caleb Tolman, Suyang Wang, Xindan Li, Yinyu Ye","cross_cats":["math.OC"],"headline":"","license":"http://creativecommons.org/licenses/by/3.0/","primary_cat":"q-fin.PM","submitted_at":"2013-12-22T07:07:36Z","title":"Sparse Portfolio Selection via Quasi-Norm Regularization"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1312.6350","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:d23d2014748a0a3b738c62f7ee39f956191ac24f72c7e2640aa24fb9d46a3800","target":"record","created_at":"2026-05-18T03:03:58Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"60889171c70739c526db305e215b36f201413be284f8a3a8edfbe6498d401af4","cross_cats_sorted":["math.OC"],"license":"http://creativecommons.org/licenses/by/3.0/","primary_cat":"q-fin.PM","submitted_at":"2013-12-22T07:07:36Z","title_canon_sha256":"1fc49fe1f3c5a7b4d6d3adbef65aa80d5cda465abbea4966b8d495752fc1dc93"},"schema_version":"1.0","source":{"id":"1312.6350","kind":"arxiv","version":1}},"canonical_sha256":"1fdcb0ca5696ed31954cb576ae76e794ec2ef21699281af3df4d11ecd9fcdde7","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"1fdcb0ca5696ed31954cb576ae76e794ec2ef21699281af3df4d11ecd9fcdde7","first_computed_at":"2026-05-18T03:03:58.518922Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:03:58.518922Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"jnsojAk8qvS4gwDcEW8bOrtr+D0v3ri7PuV2eYmHGOY81oYKlQLDlY1GvencoOWMYNJyV6bXyJH09tDEUdq/BA==","signature_status":"signed_v1","signed_at":"2026-05-18T03:03:58.519782Z","signed_message":"canonical_sha256_bytes"},"source_id":"1312.6350","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d23d2014748a0a3b738c62f7ee39f956191ac24f72c7e2640aa24fb9d46a3800","sha256:7274c016eb0bfd568c1dfdb5e54a40fd363457f1316a54a1f45d5afab8aa6f15"],"state_sha256":"e968c0a9b4a22fe2805d804fbdccdedea0b5282da77c6e85e31d917885473627"}