高维稀疏低秩的多目标矩阵回归模型及其组合管理策略
李爱忠, 任若恩, 李泽楷, 董纪昌
High-dimensional sparse low-rank multi-objective matrix regression model and its portfolio management strategy
LI Aizhong, REN Ruoen, LI Zekai, DONG Jichang
系统工程理论与实践
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2020, (9): 2292
-2301
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DOI: 10.12011/1000-6788-2020-0003-10
