1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.CO2025
A Pathwise Coordinate Descent Algorithm for LASSO Penalized Quantile Regression
Sanghee Kim, Sumanta Basu
penalized quantile regression is used in many fields as an alternative to penalized least squares regressions for high-dimensional data analysis. Existing algorithms for p…
q-fin.ST2022★ 1 cited
Learning Financial Networks with High-frequency Trade Data
Kara Karpman, Sumanta Basu, David Easley
Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock retu…