Learning a factor model via regularized PCA

Machine Learning 2013 / 06 Vol. 91; Iss. 3

Learning a factor model via regularized PCA

Yi-Hao Kao, Benjamin Van Roy
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Volume:
91
Language:
english
DOI:
10.1007/s10994-013-5345-8
Date:
June, 2013
File:
PDF, 883 KB
english, 2013
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