{"id":"https://openalex.org/W3138244634","doi":"https://doi.org/10.1007/s10479-021-04029-9","title":"Sparse factor model based on trend filtering","display_name":"Sparse factor model based on trend filtering","publication_year":2021,"publication_date":"2021-03-23","ids":{"openalex":"https://openalex.org/W3138244634","doi":"https://doi.org/10.1007/s10479-021-04029-9","mag":"3138244634"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-021-04029-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-021-04029-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5022620664","display_name":"Jang Ho Kim","orcid":"https://orcid.org/0000-0003-0844-2842"},"institutions":[{"id":"https://openalex.org/I35928602","display_name":"Kyung Hee University","ror":"https://ror.org/01zqcg218","country_code":"KR","type":"education","lineage":["https://openalex.org/I35928602"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jang Ho Kim","raw_affiliation_strings":["Department of Big Data Analytics, Kyung Hee University, Yongin-si, Gyeonggi-do, 17104, Republic of Korea","Department of Industrial and Management Systems Engineering, Kyung Hee University, Yongin-si, Gyeonggi-do, 17104, Republic of Korea","Department of Big Data Analytics, Kyung Hee University, Yongin-si, Republic of Korea","Department of Industrial and Management Systems Engineering, Kyung Hee University, Yongin-si, Republic of Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Big Data Analytics, Kyung Hee University, Yongin-si, Gyeonggi-do, 17104, Republic of Korea","institution_ids":["https://openalex.org/I35928602"]},{"raw_affiliation_string":"Department of Industrial and Management Systems Engineering, Kyung Hee University, Yongin-si, Gyeonggi-do, 17104, Republic of Korea","institution_ids":["https://openalex.org/I35928602"]},{"raw_affiliation_string":"Department of Big Data Analytics, Kyung Hee University, Yongin-si, Republic of Korea","institution_ids":["https://openalex.org/I35928602"]},{"raw_affiliation_string":"Department of Industrial and Management Systems Engineering, Kyung Hee University, Yongin-si, Republic of Korea","institution_ids":["https://openalex.org/I35928602"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035626547","display_name":"Woo Chang Kim","orcid":"https://orcid.org/0000-0001-8385-9598"},"institutions":[{"id":"https://openalex.org/I157485424","display_name":"Korea Advanced Institute of Science and Technology","ror":"https://ror.org/05apxxy63","country_code":"KR","type":"education","lineage":["https://openalex.org/I157485424"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Woo Chang Kim","raw_affiliation_strings":["Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Yuseong-gu, Daejeon, 305-701, Republic of Korea","Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Yuseong-gu, Daejeon, Republic of Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Yuseong-gu, Daejeon, 305-701, Republic of Korea","institution_ids":["https://openalex.org/I157485424"]},{"raw_affiliation_string":"Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Yuseong-gu, Daejeon, Republic of Korea","institution_ids":["https://openalex.org/I157485424"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5055304783","display_name":"Frank J. Fabozzi","orcid":"https://orcid.org/0000-0002-2827-1465"},"institutions":[{"id":"https://openalex.org/I90326151","display_name":"Ecole des Hautes Etudes Commerciales du Nord","ror":"https://ror.org/05q7a8a02","country_code":"FR","type":"education","lineage":["https://openalex.org/I90326151"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Frank J. Fabozzi","raw_affiliation_strings":["EDHEC Business School, Nice, France"],"raw_orcid":"https://orcid.org/0000-0002-2827-1465","affiliations":[{"raw_affiliation_string":"EDHEC Business School, Nice, France","institution_ids":["https://openalex.org/I90326151"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5055304783"],"corresponding_institution_ids":["https://openalex.org/I90326151"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.07173941,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"306","issue":"1-2","first_page":"321","last_page":"342"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9932000041007996,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.9476000070571899,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6086826324462891},{"id":"https://openalex.org/keywords/factor","display_name":"Factor (programming language)","score":0.6011015772819519},{"id":"https://openalex.org/keywords/factor-analysis","display_name":"Factor analysis","score":0.595771849155426},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5578864812850952},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5500423908233643},{"id":"https://openalex.org/keywords/dynamic-factor","display_name":"Dynamic factor","score":0.515144944190979},{"id":"https://openalex.org/keywords/model-selection","display_name":"Model selection","score":0.48719924688339233},{"id":"https://openalex.org/keywords/regularization","display_name":"Regularization (linguistics)","score":0.4587055444717407},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.41423362493515015},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.23046261072158813},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.21463468670845032},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.21391567587852478},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.2044253647327423}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6086826324462891},{"id":"https://openalex.org/C2781039887","wikidata":"https://www.wikidata.org/wiki/Q1391724","display_name":"Factor (programming language)","level":2,"score":0.6011015772819519},{"id":"https://openalex.org/C10879293","wikidata":"https://www.wikidata.org/wiki/Q726474","display_name":"Factor analysis","level":2,"score":0.595771849155426},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5578864812850952},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5500423908233643},{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.515144944190979},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.48719924688339233},{"id":"https://openalex.org/C2776135515","wikidata":"https://www.wikidata.org/wiki/Q17143721","display_name":"Regularization (linguistics)","level":2,"score":0.4587055444717407},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.41423362493515015},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.23046261072158813},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21463468670845032},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.21391567587852478},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.2044253647327423},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-021-04029-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-021-04029-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-021-04029-9","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-021-04029-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":44,"referenced_works":["https://openalex.org/W430003170","https://openalex.org/W1494277681","https://openalex.org/W1719995771","https://openalex.org/W1768229816","https://openalex.org/W1896212383","https://openalex.org/W1995834279","https://openalex.org/W2003577691","https://openalex.org/W2033286461","https://openalex.org/W2045096981","https://openalex.org/W2068934253","https://openalex.org/W2076041374","https://openalex.org/W2078214343","https://openalex.org/W2088563154","https://openalex.org/W2088815428","https://openalex.org/W2089700840","https://openalex.org/W2090935480","https://openalex.org/W2104795328","https://openalex.org/W2105630053","https://openalex.org/W2116347131","https://openalex.org/W2136120210","https://openalex.org/W2160254976","https://openalex.org/W2166215547","https://openalex.org/W2281324406","https://openalex.org/W2526146984","https://openalex.org/W2534050154","https://openalex.org/W2598511226","https://openalex.org/W2602299999","https://openalex.org/W2604333235","https://openalex.org/W2760655468","https://openalex.org/W2792895127","https://openalex.org/W2793164038","https://openalex.org/W2885088693","https://openalex.org/W2922398374","https://openalex.org/W2987398145","https://openalex.org/W3099936673","https://openalex.org/W3103508041","https://openalex.org/W3122558716","https://openalex.org/W3122833167","https://openalex.org/W3124245710","https://openalex.org/W3145348273","https://openalex.org/W4233263091","https://openalex.org/W4234815785","https://openalex.org/W4237239309","https://openalex.org/W4251052288"],"related_works":["https://openalex.org/W3123219359","https://openalex.org/W2996388602","https://openalex.org/W2142896437","https://openalex.org/W3125209858","https://openalex.org/W2152481464","https://openalex.org/W3146396974","https://openalex.org/W2183346404","https://openalex.org/W2589952369","https://openalex.org/W3125309971","https://openalex.org/W2247752362"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
