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TSP
2008
114views more  TSP 2008»
13 years 6 months ago
Universal Switching Linear Least Squares Prediction
We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...
Suleyman Serdar Kozat, Andrew C. Singer
ICASSP
2011
IEEE
12 years 10 months ago
Factor graph switching portfolios under transaction costs
We consider the sequential portfolio investment problem. Building on results in signal processing, machine learning, and other areas, we use factor graphs to develop new universal...
Andrew J. Bean, Andrew C. Singer
ICALP
2007
Springer
14 years 12 days ago
Holographic Algorithms: The Power of Dimensionality Resolved
Valiant’s theory of holographic algorithms is a novel methodology to achieve exponential speedups in computation. A fundamental parameter in holographic algorithms is the dimens...
Jin-yi Cai, Pinyan Lu
FLAIRS
2008
13 years 8 months ago
Distributed University Timetabling with Multiply Sectioned Constraint Networks
Although timetabling has long been studied through constraint satisfaction based techniques, along with many alternatives, only recently work has been reported where distributed t...
Yang Xiang, Wanling Zhang
ICASSP
2008
IEEE
14 years 21 days ago
Universal switching portfolios under transaction costs
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
Suleyman Serdar Kozat, Andrew C. Singer