Abstract: In this paper, we propose a fast sparse Nonnegative Matrix Factorization algorithm incorporating manifold identification techniques. Within an alternating update framework, it adaptively ...
Abstract: Matrix factorization is a fundamental characterization model in machine learning and is usually solved using mathematical decomposition reconstruction loss. However, matrix factorization is ...
Daily returns for 50 US stocks across Tech, Finance, Healthcare, Energy, and Consumer sectors. Returns generated via factor model with realistic loadings. Value (HML) earned strongly in the 1990s and ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results