Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonze...
Alexandre d'Aspremont, Francis R. Bach, Laurent El...
We examine the learning-curve sampling method, an approach for applying machinelearning algorithms to large data sets. The approach is based on the observation that the computatio...
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
—Association rules are useful for determining correlations between attributes of a relation and have applications in the marketing, financial, and retail sectors. Furthermore, op...
Abstract. Single nucleotide polymorphisms (SNPs) are the most frequent form of human genetic variation. They are of fundamental importance for a variety of applications including m...
Giuseppe Lancia, Vineet Bafna, Sorin Istrail, Ross...