"Sparse factor model based on trend filtering."

Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi (2021)

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DOI: 10.1007/S10479-021-04029-9

access: closed

type: Journal Article

metadata version: 2023-06-26

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Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi:
Sparse factor model based on trend filtering. Ann. Oper. Res. 306(1): 321-342 (2021)

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