Results 71 to 80 of about 2,052,954 (190)

On the equivalence of nonnegative matrix factorization and spectral clustering

, 2005
Current nonnegative matrix factorization (NMF) dealswith X = F GT type. We provide a systematic analysisand extensions of NMF to the symmetric W = HHT,and the weighted W = HSHT. We show that (1) W = HHT is equivalent to Kernel K-means cluster-ing and the
Xiaofeng He, Chris Ding, Horst D. Simon
core   +1 more source

Hybridizing sparse component analysis with genetic algorithms for microarray analysis [PDF]

, 2008
Nonnegative matrix factorization (NMF) has proven to be a useful tool for the analysis of nonnegative multivariate data. However, it is known not to lead to unique results when applied to blind source separation (BSS) problems.
Stadlthanner, K., Puntonet, C. G., Stadlthanner, Kurt, Lang, Elmar, Lang, E. W., Puntonet, Carlos G., Górriz, J. M., Tomé, A. M., Theis, Fabian J., Theis, F. J.   +9 more
core   +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

Nonnegative matrix factorization requires irrationality [PDF]

, 2017
Nonnegative matrix factorization (NMF) is the problem of decomposing a given nonnegative n × m matrix M into a product of a nonnegative n × d matrix W and a nonnegative d × m matrix H. A longstanding open question, posed by Cohen and Rothblum in 1993, is
Kiefer, Stefan, James Worrell, Worrell, James, Ines Marušić, Shirmohammadi, Mahsa, Dmitry Chistikov, Marušić, Ines, Mahsa Shirmohammadi, Stefan Kiefer, Chistikov, Dmitry   +9 more
core   +1 more source

Multiple Graph Adaptive Regularized Semi-Supervised Nonnegative Matrix Factorization with Sparse Constraint for Data Representation

, 2022
Multiple graph and semi-supervision techniques have been successfully introduced into the nonnegative matrix factorization (NMF) model for taking full advantage of the manifold structure and priori information of data to capture excellent low-dimensional
Yi Wang, Wang, Yi, Zhao, Xuezhuan, Lingling Li, Zhang, Ji, Di, Jinhong, Kexin Zhang, Jinhong Di, Xuezhuan Zhao, Zhang, Kexin, Ji Zhang, Li, Lingling   +11 more
core   +1 more source

Stochastic Multiplicative Updates for Symmetric Nonnegative Matrix Factorization

, 2021
Innen maskinlæring brukes symmetrisk ikkenegativ matrisefaktorisering (NMF) i forbindelse med clusteranalyse. NMF utføres ofte ved hjelp av algoritmer som tar i bruk multiplikative oppdateringer (MU). Disse har den fordelen at de automatisk opprettholder ikkenegativitet i faktormatrisen.
Schlüter, Klara, Riege, Jon
openaire   +2 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

Towards Evolutionary Nonnegative Matrix Factorization

, 2011
Nonnegative Matrix Factorization (NMF) techniques has aroused considerable interests from the field of artificial intelligence in recent years because of its good interpretability and computational efficiency.
Tong, Hanghang, Wang, Fei, Lin, Ching-Yung   +2 more
core   +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