The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...
Independent component analysis (ICA) is a popular approach for blind source separation (BSS). In this study, we develop a new mutual information measure for BSS and unsupervised l...
Abstract--Large-margin methods, such as support vector machines (SVMs), have been very successful in classification problems. Recently, maximum margin discriminant analysis (MMDA) ...
In this paper, we address the problem of finding the pre-image of a feature vector in the feature space induced by a kernel. This is of central importance in some kernel applicatio...
How can we efficiently find a clustering, i.e. a concise description of the cluster structure, of a given data set which contains an unknown number of clusters of different shape ...