Application of regularized covariance matrices in logistic regression and portfolio optimization
Abstract Covariance estimation has widespread applications in various fields such as logistic regression and portfolio optimization. However, in high-dimensional or small-sample scenarios, traditional covariance matrix estimation often encounters the problem of non-invertibility, which severely rest...
Na minha lista:
| Principais autores: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Nature Portfolio
2025-07-01
|
| coleção: | Scientific Reports |
| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1038/s41598-025-08712-w |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|