NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation.

Uras Varolgunes Dan Zhou Dantong Yu Ajim Uddin

Published in: ICAIF (2023)

Keyphrases

financial time series
stock market
financial time series forecasting
financial data
tensor decomposition
turning points
non stationary
stock price
missing values
stock exchange
missing data
exchange rate
stock returns
dynamic programming