Dan Zhou, Ajim Uddin, Zuofeng Shang, Cheickna Sylla, Dantong Yu. Core Matrix Regression and Prediction with Regularization. In Daniele Magazzeni, Senthil Kumar, Rahul Savani, Renyuan Xu, Carmine Ventre, Blanka Horvath, Ruimeng Hu, Tucker Balch, Francesca Toni, editors, 3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022. pages 291-299, ACM, 2022. [doi]
Abstract is missing.