Symphony in the latent space: provably integrating high-dimensional techniques with non-linear machine learning models
This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interactions between users in a social network. Our goal is to forecast the future evolution of ensembles of multivariate t...
| Main Authors: | , , , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
AAAI Press
2023
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