"Improved Large Dynamic Covariance Matrix Estimation With Graphical Lasso ..."

Xin Yuan et al. (2020)

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DOI: 10.1109/ACCESS.2020.3031192

access: open

type: Journal Article

metadata version: 2023-09-30

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Xin Yuan, Weiqin Yu, Zhixiang Yin, Guoqiang Wang:
Improved Large Dynamic Covariance Matrix Estimation With Graphical Lasso and Its Application in Portfolio Selection. IEEE Access 8: 189179-189188 (2020)

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