In this paper we introduce the concept and method for adaptively tuning the model complexity in an online manner as more examples become available. Challenging classification pro...
Linear Discriminant Analysis (LDA) is a widely used technique for pattern classification. It seeks the linear projection of the data to a low dimensional subspace where the data ...
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...