We provide an overview of using genetic programming (GP) to model stock returns. Our models employ GP terminals (model decision variables) that are financial factors identified by...
The maximum rank correlation (MRC) estimator was originally studied by Han [1987. Nonparametric analysis of a generalized regression model. J. Econometrics 35, 303–316] and Sher...
Contextual advertising supports much of the Web's ecosystem today. User experience and revenue (shared by the site publisher ad the ad network) depend on the relevance of the...
We use 63 features extracted from sources such as versioning and issue tracking systems to predict defects in short time frames of two months. Our multivariate approach covers aspe...
- In this paper we propose a new methodology for Cost-Benefit analysis in a multiple time series prediction problem. The proposed model is evaluated in a real world application bas...