most citedSymphony in the Latent Space: Provably Integrating High-dimensional Techniques with Non-linear Machine Learning Models

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cs.LG2022★ 1 cited

Symphony in the Latent Space: Provably Integrating High-dimensional Techniques with Non-linear Machine Learning Models

Qiong Wu, Jian Li, Zhenming Liu +2

This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or int…