Open AccessVariable selection of yearly high dimension stock market price using ordered homogenous pursuit lasso
Author(s) -
Yusrina Andu,
Muhammad Hisyam Lee,
Zakariya Yahya Algamal
Publication year - 2020
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/5.0019161
Subject(s) - lasso (programming language) , feature selection , dimension (graph theory) , econometrics , variable (mathematics) , stock market , stock price , economics , mathematics , computer science , artificial intelligence , series (stratigraphy) , geology , mathematical analysis , combinatorics , paleontology , horse , world wide web
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