ℓ₀ Trend Filtering

Canhong Wen
Canhong Wen
[email protected]
https://orcid.org/0000-0003-0220-9986
International Institute of Finance, School of Management, University of Science and Technology of China, Hefei 230000, China;
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Xueqin Wang
Xueqin Wang
[email protected]
https://orcid.org/0000-0001-5205-9950
International Institute of Finance, School of Management, University of Science and Technology of China, Hefei 230000, China;
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Aijun Zhang
Corresponding Author
Aijun Zhang
[email protected]
https://orcid.org/0000-0001-9729-9018
Department of Statistics and Actuarial Science, The University of Hong Kong, 999077 Hong Kong
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Canhong Wen

[email protected]

https://orcid.org/0000-0003-0220-9986

International Institute of Finance, School of Management, University of Science and Technology of China, Hefei 230000, China;

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,

Xueqin Wang

[email protected]

https://orcid.org/0000-0001-5205-9950

International Institute of Finance, School of Management, University of Science and Technology of China, Hefei 230000, China;

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,

Corresponding Author

Aijun Zhang

[email protected]

https://orcid.org/0000-0001-9729-9018

Department of Statistics and Actuarial Science, The University of Hong Kong, 999077 Hong Kong

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Published Online:15 Jun 2023https://doi.org/10.1287/ijoc.2021.0313

Supplemental Material

Online Supplement: ijoc.2021.0313.sm1.pdf

Code and Data Repository: 2021.0313-master.cd.zip

cover image INFORMS Journal on Computing

Volume 35, Issue 6

November-December 2023

Pages 1215-1532, C2

Article Information

Supplemental Material

Metrics

Information

Received:November 06, 2021
Accepted:May 01, 2023
Published Online:June 15, 2023

Copyright © 2023, INFORMS

Cite as

Canhong Wen, Xueqin Wang, Aijun Zhang (2023) ℓ₀ Trend Filtering. INFORMS Journal on Computing 35(6):1491-1510.

https://doi.org/10.1287/ijoc.2021.0313

Keywords

Acknowledgments

The authors thank the editor, the associate editor, and the anonymous referees for their constructive suggestions that improved this paper substantially.