most citedConditional inference on the asset with maximum Sharpe ratio

2 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing cs.LGShow all

1 paper · 1 filter

cs.LG2024

An Iterative Algorithm for Regularized Non-negative Matrix Factorizations

Steven E. Pav

We generalize the non-negative matrix factorization algorithm of Lee and Seung to accept a weighted norm, and to support ridge and Lasso regularization. We recast the Lee and Seung…