Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios.

Xiaolong Long Knut Solna Jack Xin

Published in: J. Sci. Comput. (2018)

Keyphrases

objective function
image processing
significant improvement
computational cost
machine learning methods
preprocessing
image retrieval
principal component analysis
markov random field
data mining techniques
empirical studies
statistical methods
qualitative and quantitative