Role of latent factors and public policies in travel decisions under COVID-19 pandemic: Findings of a hybrid choice model
Sign Up to like & getrecommendations! Published in 2022 at "Sustainable Cities and Society"
DOI: 10.1016/j.scs.2021.103601
Abstract: Policy measures to control the spread of COVID-19 imposed by different countries have a devastating impact on people's travel behaviors. Differing from the normal situation where general concerns on travel time and cost determine the… read more here.
Keywords: choice; latent factors; choice model; travel decisions ... See more keywords
Active and passive portfolio management with latent factors
Sign Up to like & getrecommendations! Published in 2021 at "Quantitative Finance"
DOI: 10.1080/14697688.2021.1881598
Abstract: We address a portfolio selection problem that combines active (outperformance) and passive (tracking) objectives using techniques from convex analysis. We assume a general semimartingale market model where the assets' growth rate processes are driven by… read more here.
Keywords: latent factors; portfolio; passive portfolio; portfolio management ... See more keywords
Translating insights from the seed metabolome into improved prediction for lipid-composition traits in oat (Avena sativa L.)
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DOI: 10.1093/genetics/iyaa043
Abstract: Abstract Oat (Avena sativa L.) seed is a rich resource of beneficial lipids, soluble fiber, protein, and antioxidants, and is considered a healthful food for humans. Little is known regarding the genetic controllers of variation… read more here.
Keywords: seed; latent factors; seed metabolome; avena sativa ... See more keywords
Disentangled Representation Learning for Recommendation
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DOI: 10.1109/tpami.2022.3153112
Abstract: There exist complex interactions among a large number of latent factors behind the decision making processes of different individuals, which drive the various user behavior patterns in recommender systems. These factors hidden in those diverse… read more here.
Keywords: latent factors; recommendation; learning recommendation; representation learning ... See more keywords
Testing Pricing Errors of Models with Latent Factors and Firm Characteristics as Covariances
Sign Up to like & getrecommendations! Published in 2023 at "Management Science"
DOI: 10.1287/mnsc.2023.4768
Abstract: This paper extends the methodology of statistically extracting latent factors in settings with return-predictive firm characteristics as conditional covariances (betas) between returns and factors. The main feature is that the pricing errors (alphas) are specified… read more here.
Keywords: latent factors; pricing; errors models; testing pricing ... See more keywords