Non-Negative Matrix Factorization and Term Structure of...
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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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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