High-dimensional sparse index tracking based on a multi-step convex optimization approach (Q6053116)
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scientific article; zbMATH DE number 7742090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional sparse index tracking based on a multi-step convex optimization approach |
scientific article; zbMATH DE number 7742090 |
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High-dimensional sparse index tracking based on a multi-step convex optimization approach (English)
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25 September 2023
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finance
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index tracking
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sparsity
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cardinality
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LASSO
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