Nonnegative matrix factorization-based bioinformatics analysis reveals that TPX2 and SELENBP1 are two predictors of the inner sub-consensuses of lung adenocarcinoma. [PDF]
Cancer Med, 2021 Wang H, Wang X, Xu L, Cao H, Zhang J.
europepmc +1 more source
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
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
On Short‐Term Behavior of Implied Volatility for Index Options
Mathematical Finance, EarlyView.ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source
Unsupervised phenotyping of sepsis using nonnegative matrix factorization of temporal trends from a multivariate panel of physiological measurements. [PDF]
BMC Med Inform Decis Mak, 2021 Ding M, Luo Y.
europepmc +1 more source
Is the World Getting Smaller? Network‐Driven Heterogeneity in Gravity‐Model Elasticities
The World Economy, EarlyView.ABSTRACT Gravity models constitute the workhorse of empirical international trade research, yet the temporal stability of their core parameters—distance and GDP elasticities—remains underexplored, particularly in relation to the evolving structure of trade networks.
Zsolt T. Kosztyán +2 more
wiley +1 more source
Efficient hybrid algorithm for nonnegative matrix factorization based on modified nonmonotone linear search. [PDF]
PLoS OneWu J, Li W, Su L, Wang H, Li Y.
europepmc +1 more source
Spectral unmixing using nonnegative matrix factorization with smoothed L0 norm constraint
, 2009 Spectral unmixing using nonnegative matrix factorization with smoothed L0 norm ...
Zuyuan Yang (13101507) +3 more
core
International Transactions in Operational Research, Volume 34, Issue 2, Page 889-913, March 2027.Abstract In this paper, we address the problem of routing a fleet of electric vehicles (EVs) to serve a set of customers, geographically distributed, within their time windows. We assume that EVs may also be recharged en route, and the amount of energy recharged at a recharging station (RS) is a decision variable itself, that is, partial recharges are ...
Maurizio Bruglieri +3 more
wiley +1 more source
Topology constrained nonnegative matrix factorization for time varying omic expression. [PDF]
Sci RepDey A +3 more
europepmc +1 more source