We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
We tackle the difficult problem of summarizing the path/branching structure and value content of an XML database that comprises both numeric and textual values. We introduce a nov...
We introduce a new EM framework in which it is possible not only to optimize the model parameters but also the number of model components. A key feature of our approach is that we...
Abstract. Classifiers based on Gaussian mixture models are good performers in many pattern recognition tasks. Unlike decision trees, they can be described as stable classifier: a s...
Jonas Richiardi, Andrzej Drygajlo, Laetitia Todesc...
As data mining techniques are being increasingly applied to non-traditional domains, existing approaches for finding frequent itemsets cannot be used as they cannot model the req...