Variable Clustering via Distributionally Robust Nodewise Regression

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Kaizheng, Xu, Xiao, Zhou, Xun Yu
Format:	Preprint
Published:	2022
Subjects:	Machine Learning Optimization and Control Computational Finance Portfolio Management Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2212.07944