Sparse factor model based on trend filtering (Q2070700)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sparse factor model based on trend filtering |
scientific article |
Statements
Sparse factor model based on trend filtering (English)
0 references
24 January 2022
0 references
\( \ell_1\) trend filtering
0 references
factor model
0 references
regularization
0 references
stock market trend
0 references
0 references