Abstract. Discovering global models on a dataset (e.g., classifiers, clusterings, summaries) has attracted a lot of attention and many approaches can be found in the literature. H...
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...
A major challenge for traditional approaches to multiagent learning is to train teams that easily scale to include additional agents. The problem is that such approaches typically...
David B. D'Ambrosio, Joel Lehman, Sebastian Risi, ...
In this paper, we propose to design a market game that (a) can be used in modeling and studying commodity trading scenarios, and (b) can be used in capturing human traders’ beha...
This paper describes our efforts to factor in a user’s browsing behavior to automatically evaluate web pages that the user shows interest in, based on user browsing behaviors wh...