Nonnegative-Lasso and application in index tracking (Q1615217)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonnegative-Lasso and application in index tracking |
scientific article |
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Nonnegative-Lasso and application in index tracking (English)
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2 November 2018
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index tracking
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nonnegative-Lasso
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variable selection consistency
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multiplicative updates
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