We propose an unbounded-depth, hierarchical, Bayesian nonparametric model for discrete sequence data. This model can be estimated from a single training sequence, yet shares stati...
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
Many regression schemes deliver a point estimate only, but often it is useful or even essential to quantify the uncertainty inherent in a prediction. If a conditional density estim...
—Default ARTMAP combines winner-take-all category node activation during training, distributed activation during testing, and a set of default parameter values that define a read...
Adoption of advanced automated SE (ASE) tools would be favored if a business case could be made that these tools are more valuable than alternate methods. In theory, software pred...
Tim Menzies, Oussama El-Rawas, Jairus Hihn, Martin...