54 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- National University of SingaporeSG11 papers
- Hong Kong Polytechnic UniversityHK5 papers
- Dongguan University of TechnologyCN2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- ARC Centre of Excellence for Mathematical and Statistical FrontiersAU1 paper
- Australian Research CouncilAU1 paper
- Centre for Quantum TechnologiesSG1 paper
- Chinese Academy of SciencesCN1 paper
- Humboldt-Universität zu BerlinDE1 paper
- Hunan UniversityCN1 paper
- Queensland University of TechnologyAU1 paper
- Suzhou Research InstituteCN1 paper
3 papers · 1 filter
An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
Yangjing Zhang, Ning Zhang, Defeng Sun +1
The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented…
A Non-monotone Alternating Updating Method for A Class of Matrix Factorization Problems
Lei Yang, Ting Kei Pong, Xiaojun Chen
In this paper we consider a general matrix factorization model which covers a large class of existing models with many applications in areas such as machine learning and imaging sc…
Binary Funding Impacts in Derivative Valuation
Junbeom Lee, Chao Zhou
We discuss the binary nature of funding impact in derivative valuation. Under some conditions, funding is either a cost or a benefit, i.e., one of the lending/borrowing rates does…