2024-03-29T14:16:39Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7462436
2022-01-24T15:11:38Z
62
91
Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J.
2021
7462436
English
Springer US, New York, NY
https://zbmath.org/07462436
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Ann. Oper. Res. 306, No. 1-2, 321-342 (2021).
91G15; 62P05; 62M20
Sparse factor model based on trend filtering
j