Results 201 to 210 of about 1,698,574 (297)

Robust self supervised symmetric nonnegative matrix factorization to the graph clustering. [PDF]

Sci Rep
Ru Y, Gruninger M, Dou Y.
europepmc   +1 more source

A multilevel approach for nonnegative matrix factorization [PDF]

Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image processing ...
GILLIS, Nicolas, GLINEUR, François
core  

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Nonnegative matrix factorization with Wasserstein metric-based regularization for enhanced text embedding. [PDF]

PLoS One
Li M, Wang X, Li C, Zeng A.
europepmc   +1 more source

Incorporating Latent Variables Using Nonnegative Matrix Factorization Improves Risk Stratification in Brugada Syndrome. [PDF]

J Am Heart Assoc, 2020
Tse G, Zhou J, Lee S, Liu T, Bazoukis G, Mililis P, Wong ICK, Chen C, Xia Y, Kamakura T, Aiba T, Kusano K, Zhang Q, Letsas KP.   +13 more
europepmc   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Nonnegative matrix factorization for analyzing state dependent neuronal network dynamics in calcium recordings. [PDF]

Sci Rep
Carbonero D, Noueihed J, Kramer MA, White JA.   +3 more
europepmc   +1 more source

NITUMID: Nonnegative matrix factorization-based Immune-TUmor MIcroenvironment Deconvolution. [PDF]

Bioinformatics, 2020
Tang D, Park S, Zhao H.
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

TriTan: an efficient triple nonnegative matrix factorization method for integrative analysis of single-cell multiomics data. [PDF]

Brief Bioinform
Ma X, Lin L, Zhao Q, Iqbal M.
europepmc   +1 more source