Formulations to select assets for constructing sparse index tracking portfolios.
Yutaka SakuraiDaiki WakabayashiFumio IshizakiPublished in: CoRR (2023)
Keyphrases
- investment strategies
- particle filter
- object tracking
- database
- transaction costs
- real time face tracking
- image sequences
- video sequences
- index structure
- particle filtering
- kalman filter
- visual tracking
- real time
- target tracking
- motion segmentation
- motion model
- appearance model
- video surveillance
- partial occlusion
- pose estimation
- selection algorithm
- inverted index
- image classification
- compressive sensing
- real time tracking
- portfolio selection
- multi dimensional
- high dimensional
- clustering algorithm