Work

Index Tracking by Using Sparse Support Vector Regression

Year: 2017

Type: conference-paper

Source: Lecture notes in computer science

DOI: 10.1007/978-3-319-67777-4_26

Authors: Yue Teng, Li Yang, Kunpeng Yuan, Bo Yu

Institution: Dalian University of Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2754875237

FWCI: 0.452

Cites: 35

Cited by: 1

Related to: 10