3 citations · 3 across the 2 of their papers we have counts for
2 papers
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…
q-fin.PM2014★ 3 cited
Bounds on Portfolio Quality
Steven E. Pav
The signal-noise ratio of a portfolio of p assets, its expected return divided by its risk, is couched as an estimation problem on the sphere. When the portfolio is built using noi…