High-dimensional index tracking based on the adaptive elastic net (Q5139249)
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scientific article; zbMATH DE number 7282791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional index tracking based on the adaptive elastic net |
scientific article; zbMATH DE number 7282791 |
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High-dimensional index tracking based on the adaptive elastic net (English)
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7 December 2020
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index tracking
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sparsity
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cardinality
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Lasso
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