Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
Aggregating items can simplify the display of huge quantities of data values at the cost of losing information about the attribute values of the individual items. We propose a dis...
A general notion of trimmed regions for empirical distributions in d-space is introduced. The regions are called weighted-mean trimmed regions. They are continuous in the data as ...
—Gene expression data usually contain a large number of genes, but a small number of samples. Feature selection for gene expression data aims at finding a set of genes that best...
Shenghuo Zhu, Dingding Wang, Kai Yu, Tao Li, Yihon...
Markov Networks (also known as Markov Random Fields) have been proposed as a new approach to probabilistic modelling in Estimation of Distribution Algorithms (EDAs). An EDA employ...
Alexander E. I. Brownlee, John A. W. McCall, Deryc...