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High-dimensional index tracking based on the adaptive elastic net - MaRDI portal

High-dimensional index tracking based on the adaptive elastic net (Q5139249)

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scientific article; zbMATH DE number 7282791
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English
High-dimensional index tracking based on the adaptive elastic net
scientific article; zbMATH DE number 7282791

    Statements

    title
    High-dimensional index tracking based on the adaptive elastic net (English)
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    author
    Lianjie Shu
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    Fangquan Shi
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    Guo-Liang Tian
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    publication date
    7 December 2020
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    zbMATH Keywords
    index tracking
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    sparsity
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    cardinality
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    Lasso
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    cites work
    Q4782130
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    Q4864293
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    Identifiers

    zbMATH DE Number
    7282791
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    OpenAlex ID
    W3020311447
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