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AAAI
1994
15 years 5 months ago
Automated Modeling for Answering Prediction Questions: Selecting the Time Scale and System Boundary
The ability to answer prediction questions is crucial to reasoning about physical systems. A prediction question poses a hypothetical scenario and asks for the resulting behavior ...
Jeff Rickel, Bruce W. Porter
109
Voted
GECCO
2004
Springer
15 years 9 months ago
Modeling Selection Intensity for Toroidal Cellular Evolutionary Algorithms
We present quantitative models for the selection pressure of cellular evolutionary algorithms structured in two dimensional regular lattices. We derive models based on probabilisti...
Mario Giacobini, Enrique Alba, Andrea Tettamanzi, ...
ESANN
2004
15 years 5 months ago
Regularizing generalization error estimators: a novel approach to robust model selection
Abstract. A well-known result by Stein shows that regularized estimators with small bias often yield better estimates than unbiased estimators. In this paper, we adapt this spirit ...
Masashi Sugiyama, Motoaki Kawanabe, Klaus-Robert M...
110
Voted
EOR
2006
97views more  EOR 2006»
15 years 4 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri
116
Voted
FSKD
2006
Springer
203views Fuzzy Logic» more  FSKD 2006»
15 years 7 months ago
An Interval Semi-absolute Deviation Model For Portfolio Selection
Interval number is a kind of special fuzzy number and the interval approach is a good method to deal with some uncertainty. The semi-absolute deviation risk function is extended to...
Yong Fang, Shouyang Wang