Pages that link to "Item:Q2396496"

The following pages link to Nonnegative elastic net and application in index tracking (Q2396496):

Displaying 17 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)
• Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
• A dual based semismooth Newton-type algorithm for solving large-scale sparse Tikhonov regularization problems (Q2033078) (← links)
• High-dimensional sign-constrained feature selection and grouping (Q2042289) (← 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)
• Cardinality-constrained risk parity portfolios (Q2140363) (← links)
• Nonparametric estimation of the random coefficients model: an elastic net approach (Q2155297) (← links)
• Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression (Q2422998) (← links)
• An integrated precision matrix estimation for multivariate regression problems (Q2676914) (← links)
• High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
• An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
• One-step sparse estimates in the reverse penalty for high-dimensional correlated data (Q6099504) (← links)
• Risk-allocation-based index tracking (Q6164597) (← links)
• Variable selection and regularization via arbitrary rectangle-range generalized elastic net (Q6172932) (← links)