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"Factor Model-Based Large Covariance Estimation from Streaming Data Using a ..."

Xiao Tan et al. (2024)

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DOI: 10.1145/3627673.3679820

access: closed

type: Conference or Workshop Paper

metadata version: 2024-11-30

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Xiao Tan, Zhaoyang Wang, Hao Qian, Jun Zhou, Peibo Duan, Dian Shen, Meng Wang, Beilun Wang:
Factor Model-Based Large Covariance Estimation from Streaming Data Using a Knowledge-Based Sketch Matrix. CIKM 2024: 2210-2219

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