Search Results for author: Georg Menz

Found 4 papers, 1 papers with code

Aggregation of financial markets

no code implementations8 Sep 2023 Georg Menz, Moritz Voß

We present a formal framework for the aggregation of financial markets mediated by arbitrage.

Applications of Online Nonnegative Matrix Factorization to Image and Time-Series Data

no code implementations10 Nov 2020 Hanbaek Lyu, Georg Menz, Deanna Needell, Christopher Strohmeier

Online nonnegative matrix factorization (ONMF) is a matrix factorization technique in the online setting where data are acquired in a streaming fashion and the matrix factors are updated each time.

Dictionary Learning Time Series +1

COVID-19 Time-series Prediction by Joint Dictionary Learning and Online NMF

2 code implementations20 Apr 2020 Hanbaek Lyu, Christopher Strohmeier, Georg Menz, Deanna Needell

One of the main sources of difficulty is that a very limited amount of daily COVID-19 case data is available, and with few exceptions, the majority of countries are currently in the "exponential spread stage," and thus there is scarce information available which would enable one to predict the phase transition between spread and containment.

Dictionary Learning Time Series +1

Metastability in a continuous mean-field model at low temperature and strong interaction

no code implementations25 Oct 2019 Kaveh Bashiri, Georg Menz

The strength of the noise is measured by a small parameter $ \varepsilon >0$ (which we interpret as the \emph{temperature}), and we suppose that the strength of the interaction is given by $ J>0 $.

Probability

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