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"Nonnegative-lasso and application in index tracking."

Lan Wu, Yuehan Yang, Hanzhong Liu (2014)

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DOI: 10.1016/J.CSDA.2013.08.012

access: closed

type: Journal Article

metadata version: 2021-10-14

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Lan Wu, Yuehan Yang, Hanzhong Liu:
Nonnegative-lasso and application in index tracking. Comput. Stat. Data Anal. 70: 116-126 (2014)

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