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Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling.
Yao Lei Xu
Kriton Konstantinidis
Danilo P. Mandic
Published in:
CoRR (2022)
Keyphrases
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main contribution
graph based algorithm
decision trees
random walk
riemannian manifolds
probabilistic model
least squares
cross domain
graph representation