The problem with L1-norm is that It may have more than one possible solution. And the test suite should probably take this into account. (And the test suite also needs some fixing.)
PS: It's probably why people usually prefer the L2-norm instead of L1,L3 or LN-norm.
Remove the air bubbles
What are the odds?
Back to basics 5 - Clipboard
Getting the absolute index from a matrix
Algorithmic Trading - 3 (short selling and leverage)
Algorithmic Trading - 4 (two thresholds)
Least Absolute Deviations (L1-norm) line fit - degree 1
Algorithmic Trading - 2 (optimize Calmar Ratio)
Algorithmic Trading - 1 (optimize simple trading strategy)
Find the treasures in MATLAB Central and discover how the community can help you!
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Contact your local office