The problem of computing the l₁ regularization path for a piecewise linear loss can be formalized as a parametric linear programming problem. We propose an efficient implementation method of the ...

The Journal of the Operational Research Society, Vol. 53, No. 10, Special Issue: Applications and Developments in Mathematical Programming (Oct., 2002), pp. 1127-1132 (6 pages) We provide a ...

Regression analysis is a quantitative tool that is easy to use and can provide valuable information on financial analysis and forecasting.