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...
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 ...
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...
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...
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...