Sparse factor model based on trend filtering (Q2070700)
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scientific article; zbMATH DE number 7462436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sparse factor model based on trend filtering |
scientific article; zbMATH DE number 7462436 |
Statements
Sparse factor model based on trend filtering (English)
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24 January 2022
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\( \ell_1\) trend filtering
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factor model
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regularization
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stock market trend
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0.87767076
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0.8598591
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0.8573572
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0.85608613
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0.84583354
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