Pages that link to "Item:Q3380820"

The following pages link to Nonnegative sparse group Lasso with an application in financial index tracking (Q3380820):

Displaying 8 items.

• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
• Nonnegative-Lasso and application in index tracking (Q1615217) (← links)
• Nonnegative elastic net and application in index tracking (Q2396496) (← links)
• High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
• High-dimensional sparse index tracking based on a multi-step convex optimization approach (Q6053116) (← links)
• Time-weighted nonnegative bridge index-tracking model and its application (Q6544225) (← links)
• Nonnegative group bridge and application in financial index tracking (Q6549164) (← links)
• Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints (Q6591682) (← links)