Sparse Interval-valued Time Series Modeling with Machine Learning
By treating intervals as inseparable sets, this paper proposes sparse machine learning
regressions for high-dimensional interval-valued time series. With LASSO or adaptive …
regressions for high-dimensional interval-valued time series. With LASSO or adaptive …
On the sensitivity of some portfolio optimization models using interval analysis
S Singh, G Panda - OPSEARCH, 2024 - Springer
In this paper, the performance of the optimal portfolio is studied when the portfolio
optimization model is sensitive towards the expected rate of return of the assets. It is justified …
optimization model is sensitive towards the expected rate of return of the assets. It is justified …