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COR
2007
134views more  COR 2007»
14 years 9 months ago
Portfolio selection using neural networks
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...
Alberto Fernández, Sergio Gómez
90
Voted
KDD
2009
ACM
190views Data Mining» more  KDD 2009»
15 years 10 months ago
Named entity mining from click-through data using weakly supervised latent dirichlet allocation
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...
Gu Xu, Shuang-Hong Yang, Hang Li
CDC
2008
IEEE
186views Control Systems» more  CDC 2008»
15 years 4 months ago
Continuous-time behavioral portfolio selection
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
Hanqing Jin, Xun Yu Zhou
CORR
2006
Springer
99views Education» more  CORR 2006»
14 years 9 months ago
Statistical mechanics of neocortical interactions: Portfolio of Physiological Indicators
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...
Lester Ingber
NIPS
2008
14 years 11 months ago
Evaluating probabilities under high-dimensional latent variable models
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...
Iain Murray, Ruslan Salakhutdinov