2 papers
q-fin.ST2026
Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO
Jin Du, Alexander Walter, Maxim Ulrich
While traditional equity factor investing relies heavily on slow-moving fundamental accounting metrics, these models frequently suffer from factor crowding and miss real-time, sent…
math.NA2025
An Augmented Backward-Corrected Projector Splitting Integrator for Dynamical Low-Rank Training
Jonas Kusch, Steffen Schotthöfer, Alexandra Walter
Layer factorization has emerged as a widely used technique for training memory-efficient neural networks. However, layer factorization methods face several challenges, particularly…