This paper proposes an extension of the classical CARR model, the ACARR-MIDAS model, to model volatility and capture the volatility asymmetry as well as

This paper proposes a proximal iteratively reweighted algorithm to recover a low-rank matrix based on the weighted fixed point method. The weighted singular value thresholding problem gains a closed form solution because of the special properties of nonconvex surrogate functions. Besides, this study also has shown that the proximal iteratively reweighted algorithm lessens the objective function value monotonically, and any limit point is a stationary point theoretically.