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EVOW
2008
Springer
15 years 1 months ago
Genetic Programming in Statistical Arbitrage
Abstract. This paper employs genetic programming to discover statistical arbitrage strategies on the banking sector in the Euro Stoxx universe. Binary decision rules are evolved us...
Philip Saks, Dietmar G. Maringer
TREC
2008
15 years 1 months ago
THUIR at TREC 2008: Blog Track
This is the second time we participate in TREC Blog Track. There are three main tasks in the track, relevant finding task, opinion finding task and polarity task. In this year, we ...
Tong Zhu, Min Zhang, Yiqun Liu, Shaoping Ma
80
Voted
DAM
2008
110views more  DAM 2008»
14 years 12 months ago
Counting and enumerating aggregate classifiers
We propose a generic model for the "weighted voting" aggregation step performed by several methods in supervised classification. Further, we construct an algorithm to en...
Jan Adem, Yves Crama, Willy Gochet, Frits C. R. Sp...
ICGA
2008
113views Optimization» more  ICGA 2008»
14 years 12 months ago
Move Generation with Perfect Hash Functions
We present two new perfect hashing schemes that can be used for efficient bitboard move generation for sliding pieces in chess-like board games without the need to use rotated bit...
Trevor I. Fenner, Mark Levene
JSCIC
2008
67views more  JSCIC 2008»
14 years 11 months ago
Superposition of Multi-Valued Solutions in High Frequency Wave Dynamics
The weakly coupled WKB system captures high frequency wave dynamics in many applications. For such a system a level set method framework has been recently developed to compute mult...
Hailiang Liu, Zhongming Wang