Nonlinear ICA may not result in nonlinear blind source separation, since solutions to nonlinear ICA are highly non-unique. In practice, the nonlinearity in the data generation pro...
A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...
This paper addresses the inference of probabilistic classification models using weakly supervised learning. In contrast to previous work, the use of proportion-based training data...
Carla Scalarin, Jacques Masse, Jean-Marc Boucher, ...
Chance discovery provides a way to find rare but very important events for future decision making. It can be applied to stock market prediction, earthquake alarm, intrusion detect...