65 search results - page 13 / 13 » Bias and variance in value function estimation |
SIAMJO
2010
12 years 12 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
BMCBI
2008
13 years 5 months ago
2008
Background: We propose a statistically principled baseline correction method, derived from a parametric smoothing model. It uses a score function to describe the key features of b...
BMCBI
2008
13 years 5 months ago
2008
Background: Identifying genes and pathways associated with diseases such as cancer has been a subject of considerable research in recent years in the area of bioinformatics and co...
BMCBI
2008
13 years 5 months ago
2008
Background: Currently, clustering with some form of correlation coefficient as the gene similarity metric has become a popular method for profiling genomic data. The Pearson corre...
QRE
2008
13 years 4 months ago
2008
: Kriging-based exploration strategies often rely on a single Ordinary Kriging model which parametric covariance kernel is selected a priori or on the basis of an initial data set....