Results 211 to 220 of about 1,698,574 (297)

MHSNMF: multi-view hessian regularization based symmetric nonnegative matrix factorization for microbiome data analysis. [PDF]

BMC Bioinformatics, 2020
Ma Y, Zhao J, Ma Y.
europepmc   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Analyzing Single Cell RNA Sequencing with Topological Nonnegative Matrix Factorization. [PDF]

J Comput Appl Math
Hozumi Y, Wei GW.
europepmc   +1 more source

Advances in Nonnegative Matrix and Tensor Factorization

Computational Intelligence and Neuroscience, 2008
Andrzej Cichocki, Morten Mørup, Paris Smaragdis, Wenwu Wang 0001, Rafal Zdunek   +4 more
openaire   +5 more sources

Information‐Theoretic Approach to Financial Market Modeling

Mathematical Finance, EarlyView.
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley   +1 more source

Extended nonnegative matrix factorization for dynamic functional connectivity analysis of fMRI data. [PDF]

Cogn Neurodyn
Long Z, Xu Y, Zou W, Duan Y, Yao L.
europepmc   +1 more source

Graph regularized L_2,1-nonnegative matrix factorization for miRNA-disease association prediction. [PDF]

BMC Bioinformatics, 2020
Gao Z, Wang YT, Wu QW, Ni JC, Zheng CH.
europepmc   +1 more source

Mandate Models and the Inelastic Market Hypothesis

Mathematical Finance, EarlyView.
ABSTRACT The aggregate equity market displays only small price elasticity; in particular, macroeconomic allocations in and out of the equity market lead to surprisingly large impacts on stock valuations. Gabaix and Koijen study this phenomenon and provide a theoretical framework to explain the observed price inelasticity. They consider financial agents
Johannes Ruf, Yueying Sun
wiley   +1 more source

Localized semi-nonnegative matrix factorization (LocaNMF) of widefield calcium imaging data. [PDF]

PLoS Comput Biol, 2020
Saxena S, Kinsella I, Musall S, Kim SH, Meszaros J, Thibodeaux DN, Kim C, Cunningham J, Hillman EMC, Churchland A, Paninski L.   +10 more
europepmc   +1 more source