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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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0111 · Apr 201919922001200920172026
2 results for “PLS-Lasso”
A PLS-Integrated LASSO Method with Application in Index Trackingstat.ML

PLS-Lasso integrates dimension reduction into regression for financial index tracking.

problem Dimension reduction and regression are traditionally treated separately in multivariate data analysis.
method PLS-Lasso integrates dimension reduction directly into the regression process, presenting two formulations: PLS-Lasso-v1 and PLS-Lasso-v2.
result PLS-Lasso-v1 and PLS-Lasso-v2 outperform Lasso in financial index tracking.
PLS-Lassodimension reductionregressionfinancial index trackingLasso
2025-11-28abs ↗pdf ↗
An Exploratory Analysis of Biased Learners in Soft-Sensing Framesstat.ML

Data driven soft sensor design has recently gained immense popularity, due to advances in sensory devices, and a growing interest in data mining. While partial least squares (PLS) is traditionally used in the process literature for designing soft sensors, the statistical literature has focused on sparse learners, such …

2019-04-24abs ↗pdf ↗