High-dimensional sparse low-rank multi-objective matrix regression model and its portfolio management strategy

LI Aizhong, REN Ruoen, LI Zekai, DONG Jichang

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (9) : 2292-2301.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (9) : 2292-2301. DOI: 10.12011/1000-6788-2020-0003-10

High-dimensional sparse low-rank multi-objective matrix regression model and its portfolio management strategy

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(9): 2292-2301 https://doi.org/10.12011/1000-6788-2020-0003-10

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