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ANOR
2007
73views more  ANOR 2007»
15 years 7 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
BMCBI
2008
85views more  BMCBI 2008»
15 years 7 months ago
Merging microarray data from separate breast cancer studies provides a robust prognostic test
Background: There is an urgent need for new prognostic markers of breast cancer metastases to ensure that newly diagnosed patients receive appropriate therapy. Recent studies have...
Lei Xu, Aik Choon Tan, Raimond L. Winslow, Donald ...
CGF
2010
153views more  CGF 2010»
15 years 7 months ago
Localized Delaunay Refinement for Sampling and Meshing
The technique of Delaunay refinement has been recognized as a versatile tool to generate Delaunay meshes of a variety of geometries. Despite its usefulness, it suffers from one la...
Tamal K. Dey, Joshua A. Levine, A. Slatton
CORR
2010
Springer
67views Education» more  CORR 2010»
15 years 7 months ago
Transfer Entropy on Rank Vectors
A number of measures have been proposed for the direction of the coupling between two time series, and transfer entropy (TE) has been found in recent studies to perform consistentl...
Dimitris Kugiumtzis
CORR
2010
Springer
139views Education» more  CORR 2010»
15 years 7 months ago
Fast Overlapping Group Lasso
The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability...
Jun Liu, Jieping Ye