Qiong-WU / ARRR_code

Adaptive Reduced Rank Regression

Codes for predicting equity returns and predicting popularity in [NeurIPS 2020] Adaptive Reduced Rank Regression.

Please find more details in our paper.

@inproceedings{qiongwu2020arrr,
  title={{Adaptive Reduced Rank Regression}},
  author={Wu, Qiong and Wong, Felix Ming Fai and Liu, Zhenming and Li, Yanhua and Kanade, Varun},
  booktitle={Proceedings of the Advances in Neural Information Processing Systems (NeurIPS)},
  year={2020}
}