Related papers: Long-Term Factorization of Affine Pricing Kernels

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Rating Prediction is a basic problem in Recommender System, and one of the most widely used method is Factorization Machines(FM). However, traditional matrix factorization methods fail to utilize the benefit of implicit feedback, which has…

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We consider a market model where there are two levels of information. The public information generated by the financial assets, and a larger flow of information that contains additional knowledge about a random time. This random time can…

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