A Convex Collaborative Filtering Framework for Global Market Return Prediction
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Access"
DOI: 10.1109/access.2021.3058646
Abstract: A new convex collaborative filtering framework for global market return prediction is presented. The prediction problem is first phrased as a matrix completion problem assuming that the matrix of market returns is low rank. Using… read more here.
Keywords: global market; market return; return prediction; collaborative filtering ... See more keywords