Analysis of financial data using non-negative matrix factorization

MaRDI QIDQ3629105zbMATH OpenFDO

Authors Konstantinos Drakakis, Scott Rickard, Ruairí de Fréin, Andrzej Cichocki

Publication date 26 May 2009

Full work available at URL http://www.m-hikari.com/imf-password2008/37-40-2008/index.html

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

• Non-negative matrix factorization with sparseness constraints
• Non-negative matrix factorization and its applications to gene expression data analysis
• Nonnegative matrix factorization: model, algorithms and applications
• Nonnegative matrix factorization and its applications in pattern recognition
• Nonnegative matrix factorization for spectral data analysis

Cited in

(6)

• Nonnegative matrix factorization for spectral data analysis
• Application of ICA and PCA to extracting structure from stock return
• Non-negative matrix factorization and term structure of interest rates
• scientific article; zbMATH DE number 7404610 (Why is no real title available?)
• Neural nonnegative matrix factorization for hierarchical multilayer topic modeling
• Convergence of proximal algorithms with stepsize controls for non-linear inverse problems and application to sparse non-negative matrix factorization

This page was built for publication: Analysis of financial data using non-negative matrix factorization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3629105)