There has been much research about regularizing optimal portfolio selections through $$\ell _1$$ norm and/or _2$$ -norm squared. The common consensuses are (i) leads to sparse portfolios and there exists a theoretical bound that limits extreme shorting of assets; (ii) (norm-squared) stabilizes the computation by improving condition number problem resulting in strong out-of-sample performance; (...

Guo Wenqiang, Qiu Tianshuang, and Li Fan 1. Dalian University of Technology, Dalian , China , 116024 2. Xinjiang Institute of Finance and Economics, Urumchi 830012,China Tel: +86-0411-84706009-3038 Summary: Evoked potentials (EPs) have been widely used to quantify neurological system properties. Traditional EP analyses are developed under the condition that the background noises in EP are Gauss...

In this paper, the connection between Menger probabilistic norms and H"{o}hle probabilistic norms is discussed. In addition, the correspondence between probabilistic norms and Wu-Fang fuzzy (semi-) norms is established. It is shown that a probabilistic norm (with triangular norm $min$) can generate a Wu-Fang fuzzy semi-norm and conversely, a Wu-Fang fuzzy norm can generate a probabilistic norm.