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Nonnegative group bridge and application in financial index tracking - MaRDI portal

Nonnegative group bridge and application in financial index tracking (Q6549164)

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scientific article; zbMATH DE number 7858984
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English
Nonnegative group bridge and application in financial index tracking
scientific article; zbMATH DE number 7858984

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    Nonnegative group bridge and application in financial index tracking (English)
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    3 June 2024
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    algorithm
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    index tracking
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    nonnegative group bridge
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    variable selection
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