The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions hav...
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Abstract. Understanding the regulatory mechanisms that are responsible for an organism's response to environmental changes is an important question in molecular biology. A fir...
Oliver Stegle, Katherine J. Denby, David L. Wild, ...
This paper proposes an approach to classification of adjacent segments of a time series as being either of classes. We use a hierarchical model that consists of a feature extract...
In some expensive multiobjective optimization problems, several function evaluations can be carried out at one time. Therefore, it is very desirable to develop methods which can g...
Qingfu Zhang, Wudong Liu, Edward P. K. Tsang, Boto...