MILFM: Multiple index latent factor model based on high-dimensional features (Q3119922)

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MILFM: Multiple index latent factor model based on high-dimensional features
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    MILFM: Multiple index latent factor model based on high-dimensional features (English)
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    13 March 2019
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    dimension reduction
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    independent screening
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    latent factor model
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    prediction
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    regularized empirical risk
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    multiple-index latent factor modeling (MILFM)
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