non-negative matrix factorization and term structure of...

a Quantitative Research, Itaú Asset Management, Brazil b Institute of Mathematics and Statistics, University of São Paulo, Brazil Hellinton H. Takada a, b and Julio M. Stern b Non-Negative Matrix Factorization and Term Structure of Interest Rates

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Page 1: Non-Negative Matrix Factorization and Term Structure of ...djafari.free.fr/MaxEnt2014/posters/06_poster.pdf · K. Pearson, "On lines and planes of closest fit to systems of points

a Quantitative Research, Itaú Asset Management, Brazil b Institute of Mathematics and Statistics, University of São Paulo, Brazil

Hellinton H. Takadaa, b and Julio M. Sternb

Non-Negative Matrix Factorization and

Term Structure of Interest Rates

http://www.facebook.com/pages/PosterPresentationscom/217914411419?v=app_4949752878&ref=ts

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