NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation-Reference-Cited by-同舟云学术

NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation

Published:2023-11-25 Issue: Volume: Page:
ISSN:
Container-title:4th ACM International Conference on AI in Finance
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Author:

Varolgunes Uras¹^ORCID,Zhou Dan¹^ORCID,Yu Dantong¹^ORCID,Uddin Ajim¹^ORCID

Affiliation:

1. New Jersey Institute of Technology, United States

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3604237.3626909

Reference34 articles.

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5. Factor-based imputation of missing values and covariances in panel data of large dimensions