Xiaoya Wang, Yihui Zhang, Yixin Chen. A Novel Lasso Regression Model for Sector Rotation Trading Strategies with "Economy-Policy" Cycles. In Xintao Wu, Chris Jermaine, Li Xiong 0001, Xiaohua Hu 0001, Olivera Kotevska, Siyuan Lu, Weija Xu, Srinivas Aluru, ChengXiang Zhai, Eyhab Al-Masri, Zhiyuan Chen 0003, Jeff Saltz 0001, editors, IEEE International Conference on Big Data, Big Data 2020, Atlanta, GA, USA, December 10-13, 2020. pages 5473-5479, IEEE, 2020. [doi]
Abstract is missing.