Convex combination

Results: 17



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1

While the use of statistical methods to identify financial risk factors is a long-standing practice, the use of convex optimization for this purpose is a recent innovation. Specifically, a combination of convex programs

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Source URL: mmds-data.org

- Date: 2016-06-23 15:50:48
    2

    A combination of convex programs developed by Chan- drasekaran, Parillo and Wilskyand Saunderson et alcan be used to extract financial risk factors from a sample return covariance matrix. I will examine

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    Source URL: mmds-data.org

    - Date: 2016-06-23 15:50:48
      3

      While the use of statistical methods to identify financial risk factors is a long-standing practice, the use of convex optimization for this purpose is a recent innovation. Specifically, a combination of convex programs

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      Source URL: mmds-data.org

      - Date: 2016-06-23 15:50:48
        4

        A combination of convex programs developed by Chan- drasekaran, Parillo and Wilskyand Saunderson et alcan be used to extract financial risk factors from a sample return covariance matrix. I will examine

        Add to Reading List

        Source URL: mmds-data.org

        - Date: 2016-06-23 15:50:48
          5Statistics / Numerical analysis / Regression analysis / Design of experiments / Operations research / Mathematics / Linear algebra / Surrogate model / Mathematical optimization / Ensemble learning / Kriging / Economic model

          BUILDING ENSEMBLES OF SURROGATES BY OPTIMAL CONVEX COMBINATION Martina Friese, Thomas Bartz-Beielstein SPOTSeven Lab, TH K¨ oln, Gummersbach, Germany ,

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          Source URL: bioma.ijs.si

          Language: English - Date: 2016-05-13 04:11:34
          6

          Zero-Shot Learning by Convex Combination of Semantic Embeddings Mohammad Norouzi∗, Tomas Mikolov, Samy Bengio, Yoram Singer, Jonathon Shlens, Andrea Frome, Greg S. Corrado, Jeffrey Dean , {tmikolo

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          Source URL: bengio.abracadoudou.com

          Language: English - Date: 2014-03-28 18:52:07
            7Operator theory / Mathematics / Representation theory of Lie groups / Partial differential equations / Spectral theory / Mathematical analysis / Ordinary differential equations

            Notes on Indirect Utility How do we show that the indirect utility function is quasi-convex? We want to show that if v(p, m) ≥ v(p0 , m0 ), then the indirect utility of the convex combination budget is worse than the i

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            Source URL: econ.ucsb.edu

            Language: English - Date: 2011-10-14 19:42:04
            8Affine geometry / Linear algebra / Affine space / Convex combination / Affine combination / Affine transformation / Convex hull / Barycentric coordinate system / Vector space / Geometry / Algebra / Mathematics

            On-Line Geometric Modeling Notes AFFINE COMBINATIONS, BARYCENTRIC COORDINATES, AND CONVEX COMBINATIONS Kenneth I. Joy

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            Source URL: graphics.cs.ucdavis.edu

            Language: English - Date: 2009-09-23 12:58:14
            9Convex analysis / Abstract algebra / Convex cone / Vector space / Linear combination / Euclidean vector / Convex function / Basis / Matrix / Algebra / Mathematics / Linear algebra

            Math. Appl), 91–96 DOI: maON THE POLYHEDRAL CONES OF CONVEX AND CONCAVE VECTORS STEPHAN FOLDES and LASZLO MAJOR

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            Source URL: ma.fme.vutbr.cz

            Language: English - Date: 2015-01-08 02:58:38
            10Machine learning / Category theory / Differential topology / Embedding / General topology / Order theory / One-shot learning / Statistical classification / Continuously embedded / Mathematics / Topology / Mathematical analysis

            Zero-Shot Learning by Convex Combination of Semantic Embeddings arXiv:1312.5650v3 [cs.LG] 21 Mar[removed]Mohammad Norouzi∗, Tomas Mikolov, Samy Bengio, Yoram Singer,

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            Source URL: arxiv.org

            Language: English - Date: 2014-03-24 23:33:51
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