A method to sparse eigen subspace and eigenportfolios

Onur Yilmaz, Ali N. Akansu. A method to sparse eigen subspace and eigenportfolios. In 18th International Conference on Information Fusion, FUSION 2015, Washington, DC, USA, July 6-9, 2015. pages 1899-1905, IEEE, 2015. [doi]

Abstract

Abstract is missing.