Non-Negative Matrix Factorization with Exogenous Inputs for Modeling Financial Data

Steven Squires, Luis Montesdeoca, Adam PrĂ¼gel-Bennett, Mahesan Niranjan. Non-Negative Matrix Factorization with Exogenous Inputs for Modeling Financial Data. In Derong Liu, Shengli Xie, Yuanqing Li, Dongbin Zhao, El-Sayed M. El-Alfy, editors, Neural Information Processing - 24th International Conference, ICONIP 2017, Guangzhou, China, November 14-18, 2017, Proceedings, Part II. Volume 10635 of Lecture Notes in Computer Science, pages 873-881, Springer, 2017. [doi]

Abstract

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