We examine a Markovian model for the price evolution of a stock, in which the probability of local upward or downward movement is arbitrarily dependent on the current price itself...
Abstract. We present a generalization of the Perceptron algorithm. The new algorithm performs a Perceptron-style update whenever the margin of an example is smaller than a predefi...
Abstract. We derive upper and lower bounds for some statistical estimation problems. The upper bounds are established for the Gibbs algorithm. The lower bounds, applicable for all ...
Abstract. In this paper, dimensionality reduction via matrix factorization with nonnegativity constraints is studied. Because of these constraints, it stands apart from other linea...
A number of approaches for automatic audio classification are based on hierarchical taxonomies since it is acknowledged that improved performance can be thereby obtained. In this...