Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

The current repository provides the code for the popular L1-norm Pricipal Component Analysis for matrix and tensor data sets. The matrix algorithm was developed and published by P. P. Markopoulos, S.

Download the entire repository and unpack it somewhere on your hard drive. Make sure you have Mathematica and AceGen installed. Check this by opening "Step001_Basics" and evaluating the notebook ...