Showing results 1 to 3 of 3
Community detection and matrix completion with social and item similarity graphs Zhang, Qiaosheng; Tan, Vincent Y. F.; Suh, Changho, IEEE TRANSACTIONS ON SIGNAL PROCESSING, v.69, pp.917 - 931, 2021-03 |
MC2G: An Efficient Algorithm for Matrix Completion With Social and Item Similarity Graphs Zhang, Qiaosheng; Suh, Geewon; Suh, Changho; Tan, Vincent Y. F., IEEE TRANSACTIONS ON SIGNAL PROCESSING, v.70, pp.2681 - 2697, 2022-05 |
Structured volatility matrix estimation for non-synchronized high-frequency financial data Fan, Jianqing; Kim, Donggyu, JOURNAL OF ECONOMETRICS, v.209, no.1, pp.61 - 78, 2019-03 |
Discover