axsaucedo/sparse axsaucedo/sparse

  • Stars
    star
    22
  • Rank 1,046,109 (Top 21 %)
  • Language
    MATLAB
  • License
    MIT License
  • Created over 10 years ago
  • Updated over 10 years ago
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axsaucedo/sparse
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axsaucedo

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Repository Details

The effects of sparse and group-feature regression models in portfolio optimization.

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