Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization.
Felix Ming Fai WongZhenming LiuMung ChiangPublished in: ICDM (2014)
Keyphrases
- matrix factorization
- stock market prediction
- text mining
- tensor factorization
- collaborative filtering
- low rank matrix
- sparse non negative
- missing data
- latent factors
- low rank
- empirical mode decomposition
- recommender systems
- negative matrix factorization
- sparsity constraints
- nonnegative matrix factorization
- factorization methods
- data matrix
- factor matrices
- natural language processing
- document clustering
- data mining
- information extraction
- factor analysis
- high dimensional
- information retrieval
- text documents
- sparse representation
- implicit feedback
- non stationary
- transfer learning
- topic models
- item recommendation
- sparse coding
- stochastic gradient descent
- least squares
- training data
- machine learning