Sequential scaled sparse factor regression
Year of publication: |
2022
|
---|---|
Authors: | Zheng, Zemin ; Li, Yang ; Wu, Jie ; Wang, Yuchen |
Subject: | Big data | Scalability | Latent factors | Sparse reduced-rank regression | Stock short interest analysis | Tuning insensitiveness | Regressionsanalyse | Regression analysis | Big Data | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
Description of contents: | Description [tandfonline.com] |
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