Causal Rank Lasso for Single Index Model

Authors: Shen, X., Tu, J., Wang, F.

Source: IEEE Signal Processing Letters IEEE Signal Process. Lett. Signal Processing Letters, IEEE. 32:1061-1065 2025

Single-Index Model Tree

Authors: Sudjianto, A., Yang, Z., Zhang, A.

Source: IEEE Transactions on Knowledge and Data Engineering IEEE Trans. Knowl. Data Eng. Knowledge and Data Engineering, IEEE Transactions on. 35(3):3101-3114 Mar, 2023

Single-index logistic model for high-dimensional group testing data

Authors: Changfu Yang, Wenxin Zhou, Wenjun Xiong, Junjian Zhang, Juan Ding

Source: AIMS Mathematics, Vol 10, Iss 2, Pp 3523-3560 (2025)

Subject Terms: group testing, latent variable, single-index model, high-dimensional data, variable selection, em algorithm, Mathematics, QA1-939

File Description: electronic resource

Relation: https://doaj.org/toc/2473-6988

Access URL: https://doaj.org/article/68d3b6aa8afe4520a00527902136b6b7

Single index regression for locally stationary functional time series

Authors: Breix Michael Agua, Salim Bouzebda

Source: AIMS Mathematics, Vol 9, Iss 12, Pp 36202-36258 (2024)

Subject Terms: convergence rates, exponential inequality, kernel regression, functional time series, locally stationary process, single index model, functional data analysis, Mathematics, QA1-939

File Description: electronic resource

Relation: https://doaj.org/toc/2473-6988

Access URL: https://doaj.org/article/55663959a8fd45ff81bd80f20870038c

ANALYSIS OF PORTFOLIO FORMATION ON THE LQ45 STOCKS INDEX, USING THE MARKOWITZ AND SINGLE INDEX MODELS

Authors: Asmawi Gunawan, Rohmatul Fajriyah, M Albarra Bimakasa, Siti Nirmala Untari

Source: Barekeng, Vol 18, Iss 4, Pp 2363-2374 (2024)

Subject Terms: markowitz model, optimal portfolio, return, risk, single index model, Probabilities. Mathematical statistics, QA273-280

File Description: electronic resource

Relation: https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/12728; https://doaj.org/toc/1978-7227; https://doaj.org/toc/2615-3017

Access URL: https://doaj.org/article/551079382d0e4730a91c9b01f233c992

Model-free latent confounder-adjusted feature selection with FDR control

Authors: Xiao, Jian ^{a, ⁎}, Li, Shaoting ^{b, ⁎}, Chen, Jun ^c, Zhu, Wensheng ^d

Source: In Computational Statistics and Data Analysis May 2025 205

Analysis of the Single Index Model Optimal Portfolio Using the Sharpe and Treynor Measurement Index Related to Covid-19

Authors: Yumna Hanum Salsabila, Evy Sulistianingsih, Naomi Nessyana Debataraja, Shantika Martha

Source: JTAM (Jurnal Teori dan Aplikasi Matematika), Vol 8, Iss 3, Pp 691-705 (2024)

Subject Terms: single index model, sharpe, treynor., Mathematics, QA1-939

File Description: electronic resource

Relation: http://journal.ummat.ac.id/index.php/jtam/article/view/21249; https://doaj.org/toc/2597-7512; https://doaj.org/toc/2614-1175

Access URL: https://doaj.org/article/48728f127e11473a8996dbe8fff04402

Single-Index Models in the High Signal Regime

Authors: Pananjady, A., Foster, D.P.

Source: IEEE Transactions on Information Theory IEEE Trans. Inform. Theory Information Theory, IEEE Transactions on. 67(6):4092-4124 Jun, 2021

Primary study on single index artificial neural networks based on penalized regression splines

Authors: Hsieh, Jer-Guang, Jeng, Jyh-Horng, Kuo, Ying-Sheng

Source: 2019 International Conference on Fuzzy Theory and Its Applications (iFUZZY) Fuzzy Theory and Its Applications (iFUZZY), 2019 International Conference on. :220-225 Nov, 2019

Relation: 2019 International Conference on Fuzzy Theory and Its Applications (iFUZZY)

Forecasting Portfolio Optimization using Artificial Neural Network and Genetic Algorithm

Authors: Solin, Mohammad Maholi, Alamsyah, Andry, Rikumahu, Brady, Arya Saputra, Muhammad Apriandito

Source: 2019 7th International Conference on Information and Communication Technology (ICoICT) Information and Communication Technology (ICoICT), 2019 7th International Conference on. :1-7 Jul, 2019

Relation: 2019 7th International Conference on Information and Communication Technology (ICoICT)

Efficiency Analysis of Optimal Portfolio Selection for Stocks in LQ45 Index

Authors: Devianto, Dodi, Maiyastri, Randy, Hamidi, Masyhuri, Maryati, Sri, Wirahadi Ahmad, Afridian

Source: 2018 International Conference on Applied Information Technology and Innovation (ICAITI) Applied Information Technology and Innovation (ICAITI), 2018 International Conference on. :78-83 Sep, 2018

Relation: 2018 International Conference on Applied Information Technology and Innovation (ICAITI)

Linearized maximum rank correlation estimation when covariates are functional

Authors: Xu, Wenchao ^a, Zhang, Xinyu ^b, Liang, Hua ^{c, ⁎}

Source: In Journal of Multivariate Analysis July 2024 202

Determination of Optimal Stock Portfolio Return by Single Index Model (Case Study on Banking Sector Stocks in Indonesia)

Authors: Septi Rahmawati, Dwi Susanti, Riaman Riaman

Source: International Journal of Business, Economics, and Social Development, Vol 5, Iss 1, Pp 72-77 (2024)

Subject Terms: optimal portfolio, single index model, banking stocks., Business, HF5001-6182

File Description: electronic resource

Relation: https://journal.rescollacomm.com/index.php/ijbesd/article/view/585; https://doaj.org/toc/2722-1164; https://doaj.org/toc/2722-1156

Access URL: https://doaj.org/article/89b9f9cb2f0c4e85824456a01a5c395b

Analisis Fama-French Three Factor Model Terhadap Return Portofolio Saham Optimal Terindeks PEFINDO25

Authors: Ridho Pascal Willmar, DODI DEVIANTO, HAZMIRA YOZZA

Source: Jurnal Matematika UNAND, Vol 13, Iss 1, Pp 41-55 (2024)

Subject Terms: fama-french three factor model, portofolio optimal, single index model, Mathematics, QA1-939

File Description: electronic resource

Relation: https://jmua.fmipa.unand.ac.id/index.php/jmua/article/view/1023; https://doaj.org/toc/2303-291X; https://doaj.org/toc/2721-9410

Access URL: https://doaj.org/article/38a0bfcbe4a441c48ad43dd2060e1244

ANALISIS PORTOFOLIO SAHAM OPTIMAL DENGAN METODE MARKOWITZ DAN MODEL INDEKS TUNGGAL PADA SAHAM PERBANKAN BURSA EFEK INDONESIA

Authors: Muhammad Farhan Mingka, Riri Syafitri Lubis

Source: Jurnal Lebesgue, Vol 4, Iss 2, Pp 709-727 (2023)

Subject Terms: single index model, optimal portfolio, model indeks tunggal, markowitz, portofolio optimal, Mathematics, QA1-939

File Description: electronic resource

Relation: https://lebesgue.lppmbinabangsa.id/index.php/home/article/view/322; https://doaj.org/toc/2721-8929; https://doaj.org/toc/2721-8937

Access URL: https://doaj.org/article/57e02ca78bf14893bb1375ff9cebda57

Minimally capturing heterogeneous complier effect of endogenous treatment for any outcome variable

Authors: Lee Goeun, Choi Jin-young, Lee Myoung-jae

Source: Journal of Causal Inference, Vol 11, Iss 1, Pp 465-503 (2023)

Subject Terms: endogenous treatment, complier effect, instrument score, propensity score, single index model, instrumental variable estimator, 62g05, 62p10, 62p25, Mathematics, QA1-939, Probabilities. Mathematical statistics, QA273-280

File Description: electronic resource

Relation: https://doaj.org/toc/2193-3685

Access URL: https://doaj.org/article/e5ff0690ac614a8e82520a43075cc8dd

Optimasi Portofolio Saham Syariah Menggunakan Model Indeks Tunggal dan VaR Berbasis GUI Matlab

Authors: Lindrawati Abdjul, Resmawan Resmawan, Agusyarif Rezka Nuha, Nurwan Nurwan, Djihad Wungguli, La Ode Nashar

Source: Jambura Journal of Mathematics, Vol 5, Iss 1, Pp 243-253 (2023)

Subject Terms: investation, single index model, value at risk, sharia stock, graphical user interface, Mathematics, QA1-939

File Description: electronic resource

Relation: https://ejurnal.ung.ac.id/index.php/jjom/article/view/18570; https://doaj.org/toc/2654-5616; https://doaj.org/toc/2656-1344

Access URL: https://doaj.org/article/5d04e71ae9b94e2c94583cbaea19c5d4

Data-Based Stocks Selection Method via Revised Threshold Accepting Algorithm

Authors: Tan, Gongbo, Huang, Xiaoge, Yu, Qiubai, Tang, Ziqi

Source: 2015 8th International Symposium on Computational Intelligence and Design (ISCID) Computational Intelligence and Design (ISCID), 2015 8th International Symposium on. 2:396-399 Dec, 2015

Relation: 2015 8th International Symposium on Computational Intelligence and Design (ISCID)

A short note on fitting a single-index model with massive data

Authors: Rong Jiang, Yexun Peng

Source: Statistical Theory and Related Fields, Vol 7, Iss 1, Pp 49-60 (2023)

Subject Terms: single-index model, massive dataset, divide-and-conquer method, Probabilities. Mathematical statistics, QA273-280

File Description: electronic resource

Relation: https://doaj.org/toc/2475-4269; https://doaj.org/toc/2475-4277

Access URL: https://doaj.org/article/463d32eb1f214cba867ecc484bd3b056

Sharia stocks optimal portfolio analysis using single index model

Authors: Gatot Hendra Prakoso, Bambang Santoso Marsoem

Source: JPPI (Jurnal Penelitian Pendidikan Indonesia), Vol 8, Iss 3, Pp 654-663 (2022)

Subject Terms: optimal portfolio, jii, single index model, Education, Social Sciences

File Description: electronic resource

Relation: https://jurnal.iicet.org/index.php/jppi/article/view/1511; https://doaj.org/toc/2477-8524; https://doaj.org/toc/2502-8103

Access URL: https://doaj.org/article/b8df94cbd66d467b9dff0c8c62d5a850