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CORR
2007
Springer
147views Education» more  CORR 2007»
15 years 6 months ago
Identifying Small Mean Reverting Portfolios
Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
Alexandre d'Aspremont
KDD
2008
ACM
159views Data Mining» more  KDD 2008»
16 years 7 months ago
Semi-supervised learning with data calibration for long-term time series forecasting
Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one ...
Haibin Cheng, Pang-Ning Tan
PAKDD
2009
ACM
233views Data Mining» more  PAKDD 2009»
15 years 11 months ago
A Kernel Framework for Protein Residue Annotation
Abstract. Over the last decade several prediction methods have been developed for determining structural and functional properties of individual protein residues using sequence and...
Huzefa Rangwala, Christopher Kauffman, George Kary...
KDD
2008
ACM
199views Data Mining» more  KDD 2008»
16 years 7 months ago
Building semantic kernels for text classification using wikipedia
Document classification presents difficult challenges due to the sparsity and the high dimensionality of text data, and to the complex semantics of the natural language. The tradi...
Pu Wang, Carlotta Domeniconi
POPL
2007
ACM
16 years 7 months ago
Locality approximation using time
Reuse distance (i.e. LRU stack distance) precisely characterizes program locality and has been a basic tool for memory system research since the 1970s. However, the high cost of m...
Xipeng Shen, Jonathan Shaw, Brian Meeker, Chen Din...