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Abstract: Matrix factorization is a fundamental characterization model in machine learning and is usually solved using mathematical decomposition reconstruction loss. However, matrix factorization is ...

Abstract: Deep matrix factorization (DMF) has the capability to discover hierarchical structures within raw data by factorizing matrices layer by layer, allowing it to utilize latent information for ...

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Quantitative Finance Attribution Analysis (QuantFAA) is a Python library designed to help portfolio managers, quant researchers, and risk analysts explain performance vs. benchmarks using Brinson, ...