Rank-Nullity Theorem: The rank of a matrix and its nullity (the dimension of its null space) together add up to the total number of columns in the matrix. This is known as the rank-nullity theorem. Mathematically, if A is an m x n matrix: Rank(A) + Nullity(A) = n, where Rank...
Learn about the null space of a matrix in linear algebra. Explore the nullity of a matrix meaning and understand how to calculate null space with...
Little progress has been made to date to leverage machine learning models for factor portfolio attribution. We explain where and how systematic investors can find granular, local explanations of performance