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» Solving Knapsack Problems in a Sticker Based Model
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131
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ICML
2010
IEEE
15 years 4 months ago
Simple and Efficient Multiple Kernel Learning by Group Lasso
We consider the problem of how to improve the efficiency of Multiple Kernel Learning (MKL). In literature, MKL is often solved by an alternating approach: (1) the minimization of ...
Zenglin Xu, Rong Jin, Haiqin Yang, Irwin King, Mic...
140
Voted
ENGL
2008
186views more  ENGL 2008»
15 years 3 months ago
High Performance Monte-Carlo Based Option Pricing on FPGAs
High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
Xiang Tian, Khaled Benkrid, Xiaochen Gu
173
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WSC
2008
15 years 6 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
146
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UAI
2003
15 years 5 months ago
Collaborative Ensemble Learning: Combining Collaborative and Content-Based Information Filtering via Hierarchical Bayes
Collaborative filtering (CF) and contentbased filtering (CBF) have widely been used in information filtering applications, both approaches having their individual strengths and...
Kai Yu, Anton Schwaighofer, Volker Tresp, Wei-Ying...
133
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GCC
2003
Springer
15 years 8 months ago
Component-Based Middleware Platform for Grid Computing
: In the Grid environment, user can manage and make use of web services, such as uploading or downloading web services. But when user want to download one web services to run it in...
Jianmin Zhu, Rong Chen, Guangnan Ni, Yuan Liu