Adaptive elastic net with distance correlation on the grouping effect and robust of high dimensional stock market price
Stock market is found in many financial studies. Nonetheless, many of these literatures do not consider on the highly correlated stock market price. In particular, the studies on variable selection, grouping effects and robust dedicated to high dimension stock market price can be considered as scarc...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Penerbit Universiti Kebangsaan Malaysia
2021
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| Series: | Sains Malaysiana
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |