Jue Wang

works on

adaptive weighting 1 equal weighting 1 equity premium forecasting 1 horizon-dependent allocation 1 minimum variance 1 portfolio diversification 1

From the 1 of 3 linked papers with an AI index.

collaborators

Showing eess.SPShow all

1 paper · 1 filter

eess.SP2025

A Self-scaled Approximate $ℓ_{0}$ Regularization Robust Model for Outlier Detection

Pengyang Song, Jue Wang

Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many ex…

A Self-scaled Approximate ℓ0​ Regularization Robust Model for Outlier Detection

A Self-scaled Approximate $ℓ_{0}$ Regularization Robust Model for Outlier Detection