collaborators

1 paper

math.OC2025

A Saddle Point Algorithm for Robust Data-Driven Factor Model Problems

Shabnam Khodakaramzadeh, Soroosh Shafiee, Gabriel de Albuquerque Gleizer +1

We study the factor model problem, which aims to uncover low-dimensional structures in high-dimensional datasets. Adopting a robust data-driven approach, we formulate the problem a…