Incremental SVD for Large-Scale Dynamic Matrices: Accuracy, Subspace Stability, Refresh Strategies, and Financial Factor-Based Risk Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Staykov, Stilyan
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis Risk Management 65F55 G.1.3
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2605.24514