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» Efficient Algorithms for Universal Portfolios
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IJCAI
2003
15 years 1 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 3 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»
14 years 11 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 6 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 1 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...