A Revamped Sparse Index Tracker Leveraging K-Sparsity and Reduced Portfolio Reshuffling.
Yiu Yu ChanChi-Sing LeungPublished in: ICONIP (12) (2023)
Keyphrases
- sparse representation
- high dimensional
- sparsity constraints
- compressive sampling
- sparse approximation
- compressive sensing
- object tracking
- mixed norm
- sparse coding
- compressed sensing
- sparse data
- challenging sequences
- sparse reconstruction
- real time
- real time face tracking
- group lasso
- dictionary learning
- visual tracking
- basis pursuit
- database
- b tree
- particle filter
- image sequences
- sparse coefficients
- sparse approximations
- regularized regression
- indexing techniques
- appearance model
- mean shift
- index structure
- dimensionality reduction
- video sequences
- transaction costs
- nonnegative matrix factorization
- negative matrix factorization
- orthogonal matching pursuit
- image representation
- image classification