A PLS-Integrated Lasso Method With Application in Index Tracking.

Shiqin Tang Yining Dong S. Joe Qin

Published in: ICASSP (2024)

Keyphrases

dynamic programming
detection method
indexing method
kalman filter
high accuracy
cost function
computational complexity
particle filtering
segmentation method
prior knowledge
clustering method
probabilistic model
significant improvement
visual tracking
linear regression
modeling method
real time
robust tracking