Results 61 to 70 of about 2,052,954 (190)

Using underapproximations for sparse nonnegative matrix factorization [PDF]

Nonnegative Matrix Factorization (NMF) has gathered a lot of attention in the last decade and has been successfully applied in numerous applications.
GILLIS, Nicolas, GLINEUR, François
core  

Constrained deep nonnegative matrix factorization with graph convolutional networks for unsupervised community detection

Journal of King Saud University: Computer and Information Sciences
Community detection is a key task for revealing functional organization in complex networks. Graph neural networks (GNNs) capture non-linear relationships but often suffer from over-smoothing as layers increase.
Shunli Li, Ling Wang, Mingjun Bai
doaj   +1 more source

A Quantile Model of Firm Investment

International Economic Review, EarlyView.
ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida, Murillo Campello, Luciano de Castro, Antonio F. Galvao   +3 more
wiley   +1 more source

Nonnegative factorization and the maximum edge biclique problem [PDF]

Nonnegative matrix factorization (NMF) is a data analysis technique based on the approximation of a nonnegative matrix with a product of two nonnegative factors, which allows compression and interpretation of nonnegative data. In this paper, we study the
GILLIS, Nicolas, GLINEUR, François
core  

Debt Aversion: Theory and Measurement

International Economic Review, EarlyView.
ABSTRACT We propose a model of debt aversion and conduct an experiment with real debt and saving contracts to jointly elicit debt aversion and preferences over time, risk, and intertemporal losses. We find that 89% of participants are debt averse, which strongly influences their choices.
David Albrecht, Thomas Meissner
wiley   +1 more source

Orthogonal Nonnegative Matrix Factorization by Sparsity and Nuclear Norm Optimization

, 2018
© 2018 Society for Industrial and Applied Mathematics. In this paper, we study orthogonal nonnegative matrix factorization. We demonstrate the coefficient matrix can be sparse and low-rank in the orthogonal nonnegative matrix factorization.
Junjun Pan, Pan, Junjun, Michael K. Ng, Ng, Michael K.   +3 more
core   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

Monopoly Versus Dual‐Channel Distribution With Multiple Retailers

The Journal of Industrial Economics, EarlyView.
ABSTRACT This paper examines how downstream competition shapes a manufacturer's decision to adopt a dual‐channel structure—supplying independent retailers via secret two‐part tariff contracts while also operating a direct channel. We show that the shape of the inverse demand function plays a key role in this decision.
Cong Pan
wiley   +1 more source

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

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