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Multi-period portfolio selection with drawdown control

Peter Nystrup, Stephen Boyd, Erik Lindström, Henrik Madsen
2018 Annals of Operations Research  
As a benchmark, also forecasts from an artificial neural network autoregression (NNAR), ARIMA and ETS model are produced.  ...  In this paper a particular type of downstream data, EDI 852 product activity data, is employed in producing short-term weekly demand forecasts obtained from an ARIMAX, ETS-X, artificial neural network  ...  We discuss the obtained results from the business perspective covering forecasts applications in the inventory optimization and demand planning areas.  ... 
doi:10.1007/s10479-018-2947-3 fatcat:haworusnrfcqvlmkmbidfwb5wu

On Fitting Finite Dirichlet Mixture Using ECM and MML [chapter]

Nizar Bouguila, Djemel Ziou
2005 Lecture Notes in Computer Science  
Some of the known results are deduced from the results obtained. Numerical results are illustrated for the models under consideration. 2 Pair-copula constructions of multiple dependence.  ...  Fluid queue models play a vital role in the performance analysis of computer and telecommunication networks.  ...  The basic assumptions made on the spiking activity permit us to consider spike trains as realizations of a stochastic point process. Then, it is required to characterize it in a most compact way.  ... 
doi:10.1007/11551188_19 fatcat:gtzi5u6emvfyxea3zbklobnvom

Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition

Cristina Mollica, Lea Petrella
2016 Journal of Applied Statistics  
over 1150 members and the following specialized teams BM: Bayesian Methodology CODA: Complex data structures and Object Data Analysis CPEP: Component-based methods for Predictive and Exploratory Path modeling  ...  We present two discrete latent variable models for two-way data arrays, in which MLE is intractable due to the complex structures of the models.  ...  Examples include the stochastic block model, spike-and-slab-type priors for sparse sequences and the Neyman-Scott paradox.  ... 
doi:10.1080/02664763.2016.1263835 fatcat:l5eyielgxrct7hq5ljqeej5ccy

Abstracts

2012 Stereotactic and Functional Neurosurgery  
Besides, they present single images or sequences of images from the same series with standard arrangements, not letting the surgeon choose which images from the different series they want to see.  ...  Brain computer interfaces offer an exciting new approach to address deficits resulting from brain lesions.  ...  Conclusion: Chronic intractable pain resulting from brachial plexus avulsion is the major indication for the DREZotomy.  ... 
doi:10.1159/000342226 pmid:23018450 fatcat:tbt5hgte3rf4fna3dytqapi4vq

Ping-pong beam training for reciprocal channels with delay spread

Elisabeth de Carvalho, Jorgen Bach Andersen
2015 2015 49th Asilomar Conference on Signals, Systems and Computers  
The proposed detector requires no training signals and outerforms conentional covariance matrix based detectors which require training.  ...  It also explores the connections between D-AMP and Bayesian AMP, which employs a probabilistic model for the signal.  ...  They are trained for only one value of SNR and used to classify the signals from a wide range of SNR.  ... 
doi:10.1109/acssc.2015.7421451 dblp:conf/acssc/CarvalhoA15 fatcat:mqokuvnh3zg45licnfbgxyvxfu

A Survey of Systemic Risk Analytics

Dimitrios Bisias, Mark Flood, Andrew W. Lo, Stavros Valavanis
2012 Annual Review of Financial Economics  
We motivate these measures from the supervisory, research, and data perspectives in the main text, and present concise definitions of each risk measure-including required inputs, expected outputs, and  ...  The resulting "trained" model is applied to the July 2008 feature vector to generate forecasts of delinquencies from August 2008 to January 2009.  ...  of a CART model and P τ (k) refers to the proportion of training data assigned to class k at leaf node τ .  ... 
doi:10.1146/annurev-financial-110311-101754 fatcat:x5ahuebz5jhlxdgfkb2xgp3p3u

PhD PROCEEDINGS ANNUAL ISSUES OF THE DOCTORAL SCHOOL FACULTY OF INFORMATION TECHNOLOGY & BIONICS 2016 PhD PROCEEDINGS ANNUAL ISSUES OF THE DOCTORAL SCHOOL FACULTY OF INFORMATION TECHNOLOGY & BIONICS PhD PROCEEDINGS

Pázmány Péter
unpublished
We also implemented the compression algorithm as a plugin for HDF5 [30] to make is easily accessible from several different image processing and image visualization environments.  ...  Both of these models segregate complex sounds (speech and bird-songs). Neural network models The models based on neural oscillators [6] - [8] use networks of oscillators.  ...  MLE on every 60s non-overlapping window.  ... 
fatcat:rohrwr24czgptpmrm4icheq4yq

Prospects of library use data integration in campus information systems: A glocalized perspective

Stavroula Sant-Geronikolou, Daniel Martínez-Ávila
2019 El Profesional de la Informacion  
The house has been rescued from a life of private schools and hotels and its rooms have been lovingly and painstakingly restored with contemporary designs from Boulton's own plans and illustrations and  ...  The presentation highlighted the importance of drilling down information to specific departmental level in order clarify and validate data dips/spikes.  ...  After a mouth-watering lunch (a theme continued throughout the three days) the conference 'proper' began with an introduction to the city and the university from MMU's Vice Chancellor, John Brookes.  ... 
doi:10.3145/epi.2019.jul.10 fatcat:npfl66vxa5fpxhxe5u4epgmhjq

Sensor Applications for Human Activity Recognition in Smart Environments

Biying Fu
2021
Human activity recognition (HAR) is the automated recognition of individual or group activities from sensor inputs.  ...  However, more stationary exercises, such as strength-based training or stretching are also important for a healthy life-style, as they improve body coordination and balance.  ...  The server has access to the trained CNN model and calculated templates from the training data.  ... 
doi:10.26083/tuprints-00017485 fatcat:qjlbo2ybnfh7vecrand5hqv3jy

Yao_columbia_0054D_16552.pdf [article]

2021
Last, a complete Bayesian workflow distinguishes itself from a one-shot data analysis by its enthusiasm for multiple model fittings, and open-mindedness to model misspecification.  ...  Both schemes are highly automated and empirically perform better than existing methods for sampling from metastable distributions.  ...  Both the MAP and MLE are close to the true value.  ... 
doi:10.7916/d8-aspn-1405 fatcat:vzfeyjrorvailignybscze6tdu

Signal Processing of UWB Radar Signals for Human Detection Behind Walls

Mohamed Hussein Emam Mabrouk Mabrouk, Université D'Ottawa / University Of Ottawa, Université D'Ottawa / University Of Ottawa
2015
Non-contact life detection is a significant component of both civilian and military rescue applications. As a consequence, this interest has resulted in a very active area of research.  ...  Human posture estimation has been performed by measuring the distance of the chest displacements from the ground. This requires multiple UWB receivers and a more complex system.  ...  In [39] , a training set of data has been used in a neural network to classify human postures.  ... 
doi:10.20381/ruor-2705 fatcat:zxbqpddtujgvbbxypymnt2foeu

The Analysis of Spot Price Stochasticity in Deregulated Wholesale Electricity Markets [article]

James Patrick Tipping, University Of Canterbury
2008
Spot prices from this market are then modelled by combining the output of the analytical model with a stochastic price process.  ...  of such models.  ...  These type of models are a variant of neural network models, which combine several series of inputs, and using a layer of modelling hidden from the user, 'train' various parameters representing those input  ... 
doi:10.26021/5554 fatcat:xd7lqn6ow5bsreaexkuryjpbmy

Mitochondrial Import [chapter]

2008 Encyclopedia of Genetics, Genomics, Proteomics and Informatics  
either parent a rescuing M factor.  ...  In the procedural system of modeling, the focus is on the steps from the data to the conclusion.  ...  In a mouse model, isolated neural precursor cells from the mouse brain was injected into the blood or the spinal fluid.  ... 
doi:10.1007/978-1-4020-6754-9_10535 fatcat:kablmiledvdx3lxxk4j3tsicca

MITE (mariner insect transposon-like element, miniature inverted-repeat transposable element) [chapter]

2008 Encyclopedia of Genetics, Genomics, Proteomics and Informatics  
either parent a rescuing M factor.  ...  In the procedural system of modeling, the focus is on the steps from the data to the conclusion.  ...  In a mouse model, isolated neural precursor cells from the mouse brain was injected into the blood or the spinal fluid.  ... 
doi:10.1007/978-1-4020-6754-9_10520 fatcat:tj67vdv34vc63hlfupk6xahu24

Mrs Shakespeare: Muse, Mother, Matriarch, Madonna, Whore, Writer, Woman, Wife - Recovering a Lost Life

Marilynn Kaye Loveless, University, My, Nigel Krauth
2018
Conners explains that "our culture trains men to do that."  ...  By late morning Agnes began to worry that Edward was delayed, though she never doubted that he would an·ive in time to rescue her from a loveless marriage.  ...  This figure, that thou here seest put, It was for gentle Shakespeare cut; Wherein the Grauer bad a strife with nature, to out-doo the life: 0, could be but baue drawne his wit As well in brasse, as be  ... 
doi:10.25904/1912/3444 fatcat:jag2pjboazbzzccw7cnro7c3ni
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