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» Latent Class Models for Algorithm Portfolio Methods
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71
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AUTOMATICA
2006
183views more  AUTOMATICA 2006»
14 years 9 months ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
95
Voted
SIGIR
2004
ACM
15 years 3 months ago
Locality preserving indexing for document representation
Document representation and indexing is a key problem for document analysis and processing, such as clustering, classification and retrieval. Conventionally, Latent Semantic Index...
Xiaofei He, Deng Cai, Haifeng Liu, Wei-Ying Ma
PAKDD
2011
ACM
473views Data Mining» more  PAKDD 2011»
14 years 3 months ago
 Finding Rare Classes: Adapting Generative and Discriminative Models in Active Learning
Discovering rare categories and classifying new instances of them is an important data mining issue in many fields, but fully supervised learning of a rare class classifier is pr...
Timothy Hospedales, Shaogang Gong and Tao Xiang
ECCV
2006
Springer
15 years 11 months ago
Detecting Instances of Shape Classes That Exhibit Variable Structure
This paper proposes a method for detecting instances of shape classes that exhibit variable structure. The term "variable structure" is used to characterize shape classes...
Vassilis Athitsos, Jingbin Wang, Stan Sclaroff, Ma...
66
Voted
WSC
2000
14 years 11 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...