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» Efficient Algorithms for Universal Portfolios
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IJCAI
2003
15 years 3 months ago
SVMC: Single-Class Classification With Support Vector Machines
Single-Class Classification (SCC) seeks to distinguish one class of data from the universal set of multiple classes. We present a new SCC algorithm that efficiently computes an ac...
Hwanjo Yu
ICA
2007
Springer
15 years 5 months ago
Compact Representations of Market Securities Using Smooth Component Extraction
Independent Component Analysis (ICA) is a statistical method for expressing an observed set of random vectors as a linear combination of statistically independent components. This...
Hariton Korizis, Nikolaos Mitianoudis, Anthony G. ...
IJON
2006
112views more  IJON 2006»
15 years 1 months ago
Palmprint recognition using FastICA algorithm and radial basis probabilistic neural network
This paper proposes a novel and successful method for recognizing palmprint based on radial basis probabilistic neural network (RBPNN) proposed by us. The RBPNN is trained by the ...
Li Shang, De-Shuang Huang, Ji-Xiang Du, Chun-Hou Z...
CVPR
2009
IEEE
16 years 9 months ago
Global Optimization for Alignment of Generalized Shapes
In this paper, we introduce a novel algorithm to solve global shape registration problems. We use gray-scale “images” to represent source shapes, and propose a novel twocompo...
Hongsheng Li (Lehigh University), Tian Shen (Lehig...
WSC
2000
15 years 3 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...