Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (Q5068095)
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scientific article; zbMATH DE number 7503267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse index clones via the sorted ℓ<sub>1</sub>-Norm |
scientific article; zbMATH DE number 7503267 |
Statements
Sparse index clones via the sorted ℓ<sub>1</sub>-Norm (English)
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5 April 2022
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index tracking
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hedge fund clones
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regularization
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SLOPE
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