We consider the problem of numerical stability and model density growth when training a sparse linear model from massive data. We focus on scalable algorithms that optimize certain...
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
We give new algorithms for a variety of randomly-generated instances of computational problems using a linearization technique that reduces to solving a system of linear equations...
A novel method to improve the generalization performance of the Minimum Classification Error (MCE) / Generalized Probabilistic Descent (GPD) learning is proposed. The MCE/GPD learn...
Our research is motivated by a strong conviction that business processes in electronic enterprises can be designed to deliver high levels of performance through the use of mathemat...