36 citations · 212 across the 30 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
q-fin.ST2020★ 6 cited
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model
Liao Zhu, Robert A. Jarrow, Martin T. Wells
The purpose of this paper is to test the time-invariance of the beta coefficients estimated by the Adaptive Multi-Factor (AMF) model. The AMF model is implied by the generalized ar…
cs.LG2020
HALO: Learning to Prune Neural Networks with Shrinkage
Skyler Seto, Martin T. Wells, Wenyu Zhang
Deep neural networks achieve state-of-the-art performance in a variety of tasks by extracting a rich set of features from unstructured data, however this performance is closely tie…
stat.ML2020
Robust Matrix Completion with Mixed Data Types
Daqian Sun, Martin T. Wells
We consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have prop…