Nonnegative Sparse Group Lasso with an Application in Financial Index Tracking

QI Kai; YANG Hu

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2021, Vol. 37 ›› Issue (3) : 221-240. DOI: 10.3969/j.issn.1001-4268.2021.03.001
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Nonnegative Sparse Group Lasso with an Application in Financial Index Tracking

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2021, 37(3): 221-240 https://doi.org/10.3969/j.issn.1001-4268.2021.03.001

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