The recent turmoil in global credit markets has demonstrated the need for advanced modelling of credit risk, which can take into account the effects of changing economic condition...
In this paper, we propose a new method called Prototype Ranking (PR) designed for the stock selection problem. PR takes into account the huge size of real-world stock data and app...
We study online learning in an oblivious changing environment. The standard measure of regret bounds the difference between the cost of the online learner and the best decision in...