170 search results - page 20 / 34 » Finance |
IMCSIT
2010
13 years 8 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
ICML
2005
IEEE
14 years 11 months ago
2005
IEEE
There is a range of potential applications of Machine Learning where it would be more useful to predict the probability distribution for a variable rather than simply the most lik...
WWW
2008
ACM
14 years 11 months ago
2008
ACM
We analyze dependencies in power law graph data (Web sample, Wikipedia sample and a preferential attachment graph) using statistical inference for multivariate regular variation. ...
ATAL
2007
Springer
14 years 5 months ago
2007
Springer
The interaction and integration of agent technology and data mining presents prominent benefits to solve some of challenging issues in individual areas. For instance, data mining ...
GECCO
2007
Springer
14 years 5 months ago
2007
Springer
Standard detection algorithms for nonlinearity linkage fail when applied to typical problems in the analysis of financial time-series data. We explain how this failure arises whe...