Multi-class AdaBoost algorithms AdaBooost.MO, -ECC and -OC have received a great attention in the literature, but their relationships have not been fully examined to date. In this...
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
In this paper, we present a new interpretation of AdaBoost.ECC and AdaBoost.OC. We show that AdaBoost.ECC performs stage-wise functional gradient descent on a cost function, defin...
In this paper we propose a new distributed learning method called distributed network boosting (DNB) algorithm for distributed applications. The learned hypotheses are exchanged b...