"Interpreting latent variables in factor models via convex optimization."

Armeen Taeb, Venkat Chandrasekaran (2018)

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DOI: 10.1007/S10107-017-1187-7

access: closed

type: Journal Article

metadata version: 2018-01-24

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Armeen Taeb, Venkat Chandrasekaran:
Interpreting latent variables in factor models via convex optimization. Math. Program. 167(1): 129-154 (2018)

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