interpolative-decomposition

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rishi1999 / random-projections

Summer@ICERM 2020 - Random Projections

matrix-factorization research-project kernel-methods support-vector-machines principal-component-analysis eigenfaces singular-value-decomposition random-projection interpolative-decomposition

Updated Sep 6, 2021
Jupyter Notebook

gdilella1 / randomized-algo-portfolio-replication

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A project for my exam of "Metodi Probabilistici per Algebra Lineare Numerica" (Probabilistic Methods for Numerical Linear Algebra). The work is based on an the article "arXiv:2104.05877v3" and discusses probabilistic low rank matrix approximation and their application to the replica of the S&P100 index.

quantitative-finance asset-allocation low-rank-approximation cur-decomposition randomized-linear-algebra interpolative-decomposition portfolio-replication index-replication

Updated Aug 6, 2026
MATLAB

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