61 citations · 98 across the 9 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
q-fin.CP2019★ 6 cited
PAGAN: Portfolio Analysis with Generative Adversarial Networks
Giovanni Mariani, Yada Zhu, Jianbo Li +4
Since decades, the data science community tries to propose prediction models of financial time series. Yet, driven by the rapid development of information technology and machine in…
cs.LG2019★ 4 cited
RES-PCA: A Scalable Approach to Recovering Low-rank Matrices
Chong Peng, Chenglizhao Chen, Zhao Kang +2
Robust principal component analysis (RPCA) has drawn significant attentions due to its powerful capability in recovering low-rank matrices as well as successful appplications in va…