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"Sparse Index Tracking With K-Sparsity or ϵ-Deviation Constraint via ..."

Xiao Peng Li et al. (2023)

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DOI: 10.1109/TNNLS.2022.3171819

access: closed

type: Journal Article

metadata version: 2023-12-31

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Xiao Peng Li, Zhanglei Shi, Chi-Sing Leung, Hing Cheung So:
Sparse Index Tracking With K-Sparsity or ϵ-Deviation Constraint via ℓ₀-Norm Minimization. IEEE Trans. Neural Networks Learn. Syst. 34(12): 10930-10943 (2023)

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