Nonnegative sparse group Lasso with an application in financial index tracking (Q3380820)
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scientific article; zbMATH DE number 7403688
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| default for all languages | No label defined |
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| English | Nonnegative sparse group Lasso with an application in financial index tracking |
scientific article; zbMATH DE number 7403688 |
Statements
29 September 2021
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nonnegative sparse group Lasso
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index tracking
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path consistency
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variable selection
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0.8638007044792175
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0.8489965796470642
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0.7980454564094543
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0.7920249104499817
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0.7644653916358948
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