Extracting sentiment from text is a hard semantic problem. We develop a methodology for extracting small investor sentiment from stock message boards. The algorithm comprises diļ¬...
We develop a penalized kernel smoothing method for the problem of selecting nonzero elements of the conditional precision matrix, known as conditional covariance selection. This p...
In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approac...
Dimitris Bertsimas, David B. Brown, Constantine Ca...
The need to conduct and manage large sets of experiments for scientific applications dramatically increased over the last decade. However, there is still very little tool support ...
Multivariate Time Series (MTS) data are widely available in different fields including medicine, finance, bioinformatics, science and engineering. Modelling MTS data accurately is...