Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors

Mathematics

• Latent Factor 100%
• Eigenvector 33%
• Matrix (Mathematics) 33%
• Covariance 33%
• Finite Length 33%
• Weighted Average 33%
• Supplementary Material 33%
• Post-Selection Inference 33%

Keyphrases

• Weak Factors 100%
• Covariance Factor 33%
• Data Forecast 33%
• Over-estimating the number of Factors 33%