These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
This paper presents a novel domain-independent text segmentation method, which identifies the boundaries of topic changes in long text documents and/or text streams. The method c...
Social media such as Web forum often have dense interactions between user and content where network models are often appropriate for analysis. Joint non-negative matrix factorizat...
Search algorithms incorporating some form of topic model have a long history in information retrieval. For example, cluster-based retrieval has been studied since the 60s and has ...
We introduce the concept of reflection principle as a knowledge representation paradigm in a computational logic setting. Reflection principles are expressed as certain kinds of l...
Jonas Barklund, Pierangelo Dell'Acqua, Stefania Co...