Time-weighted nonnegative bridge index-tracking model and its application
From MaRDI portal
(Redirected from Publication:6544225)
Cites work
- A group bridge approach for variable selection
- A group VISA algorithm for variable selection
- A new class of blased estimate in linear regression
- A note on the complexity of \(L _{p }\) minimization
- A Statistical View of Some Chemometrics Regression Tools
- Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm
- High-dimensional sparse portfolio selection with nonnegative constraint
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Lasso regression in sparse linear model with \(\varphi\)-mixing errors
- Mixed-integer programming approaches for index tracking and enhanced indexation
- Model detection and variable selection for mode varying coefficient model
- Model Selection and Estimation in Regression with Grouped Variables
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
- Nonnegative elastic net and application in index tracking
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
- Nonnegative sparse group Lasso with an application in financial index tracking
- Nonnegative-Lasso and application in index tracking
- Penalized methods for bi-level variable selection
- Regularization and Variable Selection Via the Elastic Net
- Robust and sparse portfolio model for index tracking
- Sparse and stable Markowitz portfolios
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Vast portfolio selection with gross-exposure constraints
This page was built for publication: Time-weighted nonnegative bridge index-tracking model and its application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6544225)