Time-weighted nonnegative bridge index-tracking model and its application
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Publication:6544225
DOI10.1134/S1995080223110239MaRDI QIDQ6544225
Xin Song, Yonghui Liu, Shuangzhe Liu, Conan Liu, Yichen Lin
Publication date: 27 May 2024
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Linear inference, regression (62Jxx) Actuarial science and mathematical finance (91Gxx) Nonparametric inference (62Gxx)
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