We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
Abstract--It has been shown that the accuracy of mammographic abnormality detection methods is strongly dependent on the breast tissue characteristics, where a dense breast drastic...
Arnau Oliver, Jordi Freixenet, Robert Marti, Josep...
Bayesian networks with mixtures of truncated exponentials (MTEs) support efficient inference algorithms and provide a flexible way of modeling hybrid domains (domains containing ...
Helge Langseth, Thomas D. Nielsen, Rafael Rum&iacu...
The problem is sequence prediction in the following setting. A sequence x1, . . . , xn, . . . of discrete-valued observations is generated according to some unknown probabilistic ...
Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task ...