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IJON
2008
98views more  IJON 2008»
13 years 11 months ago
Factorisation and denoising of 0-1 data: A variational approach
Presence-absence (0-1) observations are special in that often the absence of evidence is not evidence of absence. Here we develop an independent factor model, which has the unique...
Ata Kabán, Ella Bingham
GECCO
2008
Springer
192views Optimization» more  GECCO 2008»
14 years 7 days ago
Non-linear factor model for asset selection using multi objective genetic programming
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
Ghada Hassan