Pages that link to "Item:Q1615217"
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The following pages link to Nonnegative-Lasso and application in index tracking (Q1615217):
Displayed 32 items.
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Model selection consistency of Lasso for empirical data (Q1624086) (← links)
- \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models (Q1659085) (← links)
- Improved distributed particle filters for tracking in a wireless sensor network (Q1662043) (← links)
- A retail store SKU promotions optimization model for category multi-period profit maximization (Q1753486) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- High-dimensional sign-constrained feature selection and grouping (Q2042289) (← links)
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations (Q2052409) (← links)
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems (Q2125484) (← links)
- Cardinality-constrained risk parity portfolios (Q2140363) (← links)
- Nonparametric estimation of the random coefficients model: an elastic net approach (Q2155297) (← links)
- Non-negative moment fitting quadrature rules for fictitious domain methods (Q2234890) (← links)
- Nonnegative elastic net and application in index tracking (Q2396496) (← links)
- An integrated precision matrix estimation for multivariate regression problems (Q2676914) (← links)
- Lasso regression in sparse linear model with \(\varphi\)-mixing errors (Q2682345) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- Algorithms for Fitting the Constrained Lasso (Q3391167) (← links)
- An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
- Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models (Q5079021) (← links)
- Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data (Q5086389) (← links)
- Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (Q5107785) (← links)
- High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
- (Q5381110) (← links)
- High-dimensional sparse index tracking based on a multi-step convex optimization approach (Q6053116) (← links)
- One-step sparse estimates in the reverse penalty for high-dimensional correlated data (Q6099504) (← links)
- Topological techniques in model selection (Q6115956) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
- Variable selection and regularization via arbitrary rectangle-range generalized elastic net (Q6172932) (← links)
- A partially inertial customized Douglas-Rachford splitting method for a class of structured optimization problems (Q6184273) (← links)