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Index Tracking by Using Sparse Support Vector Regression

Yue Teng, Li Yang, Kunpeng Yuan, Bo Yu. Index Tracking by Using Sparse Support Vector Regression. In Yi Sun, Huchuan Lu, Lihe Zhang, Jian Yang 0003, Hua Huang 0004, editors, Intelligence Science and Big Data Engineering - 7th International Conference, IScIDE 2017, Dalian, China, September 22-23, 2017, Proceedings. Volume 10559 of Lecture Notes in Computer Science, pages 293-315, Springer, 2017. [doi]

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