The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
A novel algorithm for actively trading stocks is presented. While traditional universal algorithms (and technical trading heuristics) attempt to predict winners or trends, our app...
It is generally recognized that the common nonterminal labels for syntactic constituents (NP, VP, etc.) do not exhaust the syntactic and semantic information one would like about ...
We consider the problem of learning a Riemannian metric associated with a given differentiable manifold and a set of points. Our approach to the problem involves choosing a metric...
It is well known that the performance of a stochastic local search procedure depends upon the setting of its noise parameter, and that the optimal setting varies with the problem ...