"Combining random forest and multicollinearity modeling for index tracking."

Yuanyuan Cao, Hongying Li, Yuehan Yang (2024)

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DOI: 10.1080/03610918.2022.2116050

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type: Journal Article

metadata version: 2024-10-06

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Yuanyuan Cao, Hongying Li, Yuehan Yang:
Combining random forest and multicollinearity modeling for index tracking. Commun. Stat. Simul. Comput. 53(8): 3868-3879 (2024)

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