Index Tracking Based on Sparse-Group Lasso

WANG Guochang,GAO Taoxuan,XU Shirong

Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (12) : 2025-2040.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (12) : 2025-2040. DOI: 10.12341/jssms13774

Index Tracking Based on Sparse-Group Lasso

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2019, 39(12): 2025-2040 https://doi.org/10.12341/jssms13774

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