Abstract. In developing algorithms that dynamically changes the structure and weights of ANN (Artificial Neural Networks), there must be a proper balance between network complexit...
Standard financial techniques neglect extreme situations and regards large market shifts as too unlikely to matter. Such approach accounts for what occurs most of the time in the ...
Antoaneta Serguieva, John Hunter, Tatiana Kalganov...
Abstract— This paper considers the basis vector selection issue invloved in forward selection algorithms to sparse Gaussian Process Regression (GPR). Firstly, we re-examine a pre...
— Both theory and a wealth of empirical studies have established that ensembles are more accurate than single predictive models. Unfortunately, the problem of how to maximize ens...