Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios.
Akiko TakedaMahesan NiranjanJun-ya GotohYoshinobu KawaharaPublished in: Comput. Manag. Sci. (2013)
Keyphrases
- real time
- particle filter
- portfolio selection
- kalman filter
- object tracking
- multi dimensional
- structural similarity
- visual tracking
- sparse representation
- motion tracking
- motion segmentation
- mean shift
- index structure
- motion model
- deformable objects
- robust tracking
- challenging sequences
- indexing method
- indexing techniques
- image classification
- medical images
- recommender systems
- neural network