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

By Stilyan Staykov

Published 2026-05-23

Everscope rating

1523.9

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Brand-style Incremental SVD with Refresh Policies. Problem types: Dimensionality Reduction, Online Learning, Risk Management, Portfolio Optimization, Recommender Systems.

arXiv:2605.24514 · Paper rankings

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