Analysis of information sources in references of the Wikipedia article "Regularization (mathematics)" in English language version.
If p > n, the ordinary least squares estimator is not unique and will heavily overfit the data. Thus, a form of complexity regularization will be necessary.
Term structure models can be regularized to remove arbitrage opportunities [sic?].
If p > n, the ordinary least squares estimator is not unique and will heavily overfit the data. Thus, a form of complexity regularization will be necessary.
Term structure models can be regularized to remove arbitrage opportunities [sic?].
Term structure models can be regularized to remove arbitrage opportunities [sic?].