Factor model is a very useful and popular model in finance. In this paper, we show the relation between factor model and blind source separation, and we propose to use Independent Component Analysis (ICA) as a data mi...
详细信息
In generalised lotto-type competitive learning algorithm more than one winner exist. The winners are divided into a number of tiers (or divisions), with each tier being rewarded differently. All the losers are penalis...
详细信息
Image retrieval using multiple features often uses explicit weights that represent the importance of the features in their similarity metrics. In this paper, a novel retrieval method based on Bayesian learning is pres...
详细信息
Bayesian Ying-Yang (BYY) learning is proposed as a unified statistical learning framework firstly in (Xu, 1995) and systematically developed in past years. Its consists of a general BYY system and a fundamental harmon...
详细信息
In this study we used a new agent-based approach, an artificial market approach, to analyze the ways that dealers process the information in financial news. We compared between the simulation results with virtual deal...
详细信息
A new nonhierarchical clustering procedure for symbolic objects is presented wherein during the first stage of the algorithm, the initial seed points are selected using the concept of farthest neighbours, and in sucee...
详细信息
Generalization of the covariance concept is discussed for mixed categorical and numerical data. Gini’s definition of variance for categorical data gives us a starting point to address this issue. The value difference...
详细信息
Reduct finding, especially optimal reduct finding, similar to feature selection problem, is a crucial task in rough set applications to data mining, In this paper, we propose a heuristic reduct finding algorithm, whic...
详细信息
Canonical Correlation Analysis [3] is used when we have two data sets which we believe have some underlying correlation. In this paper, we derive a new family of neural methods for finding the canonical correlation di...
详细信息
This paper presents a new cooperative algorithm based on the integration of stereo matching and segmentation. Stereo correspondence is recovered from two stereo images with the help of a segmentation result. Using a g...
详细信息
暂无评论