In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...
This paper addresses Named Entity Mining (NEM), in which we mine knowledge about named entities such as movies, games, and books from a huge amount of data. NEM is potentially use...
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
There are several kinds of non-invasive imaging methods that are used to collect data from the brain, e.g., EEG, MEG, PET, SPECT, fMRI, etc. It is difficult to get resolution of i...
We present a simple new Monte Carlo algorithm for evaluating probabilities of observations in complex latent variable models, such as Deep Belief Networks. While the method is bas...