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. A new dictionary learning method for exact sparse representation is presented in this paper. As the dictionary learning methods often iteratively update the sparse coeffi...
We present a general machine learning framework for modelling the phenomenon of missing information in data. We propose a masking process model to capture the stochastic nature of...
Abstract— A distributed online learning framework for support vector machines (SVMs) is presented and analyzed. First, the generic binary classification problem is decomposed in...
Our research is motivated by a strong conviction that business processes in electronic enterprises can be designed to deliver high levels of performance through the use of mathemat...