Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting.
Mostafa ShabaniAlexandros IosifidisPublished in: CoRR (2021)
Keyphrases
- low rank
- singular value decomposition
- financial time series forecasting
- missing data
- convex optimization
- rank minimization
- matrix completion
- matrix factorization
- low rank matrix
- linear combination
- high dimensional data
- data sets
- original data
- low rank matrices
- matrix decomposition
- semi supervised
- data mining
- pairwise
- machine learning
- complex networks
- high order
- dimensionality reduction