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CISS
2008
IEEE
14 years 11 months ago
Portfolio diversification using subspace factorizations
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...
NIPS
2004
14 years 11 months ago
Hierarchical Eigensolver for Transition Matrices in Spectral Methods
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...
Chakra Chennubhotla, Allan D. Jepson
WCE
2007
14 years 11 months ago
Scenario Generation Employing Copulas
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
Kristina Sutiene, Henrikas Pranevicius
BMCBI
2006
143views more  BMCBI 2006»
14 years 9 months ago
IsoSVM - Distinguishing isoforms and paralogs on the protein level
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...
DATAMINE
2006
176views more  DATAMINE 2006»
14 years 9 months ago
A Bit Level Representation for Time Series Data Mining with Shape Based Similarity
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,...