A PLS-Integrated Lasso Method With Application in Index Tracking

Shiqin Tang, Yining Dong, S. Joe Qin. A PLS-Integrated Lasso Method With Application in Index Tracking. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2024, Seoul, Republic of Korea, April 14-19, 2024. pages 6520-6524, IEEE, 2024. [doi]

Authors

Shiqin Tang

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Yining Dong

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S. Joe Qin

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