Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting.
Mostafa ShabaniAlexandros IosifidisPublished in: SSCI (2020)
Keyphrases
- low rank
- financial time series forecasting
- singular value decomposition
- convex optimization
- missing data
- linear combination
- matrix completion
- matrix factorization
- rank minimization
- low rank matrix
- high order
- high dimensional data
- matrix decomposition
- trace norm
- semi supervised
- financial time series
- long term
- face recognition
- approximation methods
- singular values
- least squares
- machine learning
- nearest neighbor
- denoising