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"A Novel Lasso Regression Model for Sector Rotation Trading Strategies with ..."
Xiaoya Wang, Yihui Zhang, Yixin Chen (2020)
- Xiaoya Wang, Yihui Zhang, Yixin Chen:

A Novel Lasso Regression Model for Sector Rotation Trading Strategies with "Economy-Policy" Cycles. IEEE BigData 2020: 5473-5479

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