Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
Ruairi de Frein, Konstantinos Drakakis, Scott Rick...
We show how to build hierarchical, reduced-rank representation for large stochastic matrices and use this representation to design an efficient algorithm for computing the largest...
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
Background: Recent progress in cDNA and EST sequencing is yielding a deluge of sequence data. Like database search results and proteome databases, this data gives rise to inferred...
Michael Spitzer, Stefan Lorkowski, Paul Cullen, Al...
Clipping is the process of transforming a real valued series into a sequence of bits representing whether each data is above or below the average. In this paper, we argue that clip...
Anthony J. Bagnall, Chotirat (Ann) Ratanamahatana,...