A Novel Lasso Regression Model for Sector Rotation Trading Strategies with "Economy-Policy" Cycles

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]

Authors

Xiaoya Wang

This author has not been identified. Look up 'Xiaoya Wang' in Google

Yihui Zhang

This author has not been identified. Look up 'Yihui Zhang' in Google

Yixin Chen

This author has not been identified. Look up 'Yixin Chen' in Google