Work

Time-Weighted Nonnegative Adaptive Bridge Regression for Financial Index Tracking

Year: 2024

Type: article

Source: Lobachevskii Journal of Mathematics

DOI: 10.1134/s1995080224607598

Authors: Yonghui Liu, Linxue Yu, Qingrui Wang, Yichen Lin, Shuangzhe Liu

Institutions: Shanghai University of International Business and Economics, Shanghai University of Finance and Economics, Shanghai Jiao Tong University, University of Canberra

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W4408888477

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Cites: 17

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Related to: 10