Adaptive elastic net with distance correlation on the grouping effect and robust of high dimensional stock market price; [Jaring elastik mudah suai dengan korelasi jarak ke atas kesan pengelompokan dan keteguhan dimensi tinggi harga pasaran saham]

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Adaptive elastic net with distance correlation on the grouping effect and robust of high dimensional stock market price; [Jaring elastik mudah suai dengan korelasi jarak ke atas kesan pengelompokan dan keteguhan dimensi tinggi harga pasaran saham]

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...

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Bibliographic Details
Published in:	Sains Malaysiana
Main Author:	Andu Y.; Lee M.H.; Algamal Z.Y.
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2021
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85116237548&doi=10.17576%2fjsm-2021-5009-21&partnerID=40&md5=9e06bd934c637623c4d4ed6c31986b43

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