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CSDA
2006
79views more  CSDA 2006»
15 years 6 months ago
Nonlinear dynamics in Nasdaq dealer quotes
A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...
Bart Frijns, Peter C. Schotman
CSDA
2006
96views more  CSDA 2006»
15 years 6 months ago
Analysis of new variable selection methods for discriminant analysis
Several methods to select variables that are subsequently used in discriminant analysis are proposed and analysed. The aim is to find from among a set of m variables a smaller sub...
Joaquín A. Pacheco, Silvia Casado, Laura N&...
CSDA
2006
91views more  CSDA 2006»
15 years 6 months ago
Model-based cluster and discriminant analysis with the MIXMOD software
The mixmod (mixture modeling) program fits mixture models to a given data set for the purposes of density estimation, clustering or discriminant analysis. A large variety of algor...
Christophe Biernacki, Gilles Celeux, Gérard...
CSDA
2006
85views more  CSDA 2006»
15 years 6 months ago
Two-way Poisson mixture models for simultaneous document classification and word clustering
An approach to simultaneous document classification and word clustering is developed using a two-way mixture model of Poisson distributions. Each document is represented by a vect...
Jia Li, Hongyuan Zha
DATAMINE
2006
83views more  DATAMINE 2006»
15 years 6 months ago
Structural Hidden Markov Models Using a Relation of Equivalence: Application to Automotive Designs
Standard hidden Markov models (HMM's) have been studied extensively in the last two decades. It is well known that these models assume state conditional independence of the ob...
Djamel Bouchaffra, Jun Tan
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