Joint estimation of transfer learning on time series data
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Cites work
- scientific article; zbMATH DE number 1849148 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- An investigation of model selection criteria for neural network time series forecasting
- Cardinality versus \(q\)-norm constraints for index tracking
- High-dimensional sparse portfolio selection with nonnegative constraint
- Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
- Least angle regression. (With discussion)
- MuSP: a multistep screening procedure for sparse recovery
- Multiple penalized regularization for clusters with varying correlation levels
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
- Nonnegative group bridge and application in financial index tracking
- Nonnegative-Lasso and application in index tracking
- Regression coefficient and autoregressive order shrinkage and selection via the lasso
- Sparse and stable Markowitz portfolios
- Transfer Learning for High-Dimensional Linear Regression: Prediction, Estimation and Minimax Optimality
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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