Yu Zheng, Timothy M. Hospedales, Yongxin Yang. Diversity and Sparsity: A New Perspective on Index Tracking. In 2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020. pages 1768-1772, IEEE, 2020. [doi]
Abstract is missing.