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154
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AOR
2010
15 years 25 days ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
GECCO
2009
Springer
112views Optimization» more  GECCO 2009»
15 years 8 months ago
Solving quadratic assignment problems by genetic algorithms with GPU computation: a case study
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Shigeyoshi Tsutsui, Noriyuki Fujimoto
125
Voted
KDD
2005
ACM
166views Data Mining» more  KDD 2005»
16 years 3 months ago
A general model for clustering binary data
Clustering is the problem of identifying the distribution of patterns and intrinsic correlations in large data sets by partitioning the data points into similarity classes. This p...
Tao Li
COLT
2005
Springer
15 years 9 months ago
Stability and Generalization of Bipartite Ranking Algorithms
The problem of ranking, in which the goal is to learn a real-valued ranking function that induces a ranking or ordering over an instance space, has recently gained attention in mac...
Shivani Agarwal, Partha Niyogi
115
Voted
ECAI
2004
Springer
15 years 8 months ago
A Generalized Quadratic Loss for Support Vector Machines
The standard SVM formulation for binary classification is based on the Hinge loss function, where errors are considered not correlated. Due to this, local information in the featu...
Filippo Portera, Alessandro Sperduti