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Optimizing portfolio performance is a fundamental challenge in financial modeling, requiring the integration of advanced clustering techniques and data-driven optimization strategies. This paper introduces a comparative backtesting approach…

Machine Learning · Computer Science 2025-01-23 Keon Vin Park

Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations, understanding, identifying and forecasting trends and…

Statistical Finance · Quantitative Finance 2021-08-13 Peter Akioyamen , Yi Zhou Tang , Hussien Hussien

Clustering techniques are very attractive for extracting and identifying patterns in datasets. However, their application to very large spatial datasets presents numerous challenges such as high-dimensionality data, heterogeneity, and high…

Databases · Computer Science 2018-02-27 Malika Bendechache , Nhien-An Le-Khac , M-Tahar Kechadi

In the current digital age, the volume of data generated by various cyber activities has become enormous and is constantly increasing. The data may contain valuable insights that can be harnessed to improve cyber security measures. However,…

Cryptography and Security · Computer Science 2025-03-27 Noor Saud Abd , Noor Walid Khalid , Basim Hussein Ali

As the data size in Machine Learning fields grows exponentially, it is inevitable to accelerate the computation by utilizing the ever-growing large number of available cores provided by high-performance computing hardware. However, existing…

Machine Learning · Computer Science 2021-04-23 Kun Li , Liang Yuan , Yunquan Zhang , Gongwei Chen

Growing competitiveness and increasing availability of data is generating tremendous interest in data-driven analytics across industries. In the retail sector, stores need targeted guidance to improve both the efficiency and effectiveness…

Applications · Statistics 2018-06-15 Haidar Almohri , Ratna Babu Chinnam , Mark Colosimo

Data Envelopment Analysis (DEA) is a nonparametric, data driven technique used to perform relative performance analysis among a group of comparable decision making units (DMUs). Efficiency is assessed by comparing input and output data for…

Optimization and Control · Mathematics 2020-07-15 Emma Stubington , Matthias Ehrgott , Omid Nohadani

Empirical studies are fundamental in assessing the effectiveness of implementations of branch-and-bound algorithms. The complexity of such implementations makes empirical study difficult for a wide variety of reasons. Various attempts have…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-21 Stephen J. Maher , Ted K. Ralphs , Yuji Shinano

Ensemble learning has proven effective in improving predictive performance and estimating uncertainty in neural networks. However, conventional ensemble methods often suffer from redundant parameter usage and computational inefficiencies…

Machine Learning · Computer Science 2024-12-23 Arnav Kharbanda , Advait Chandorkar

Tabular data inherently exhibits significant feature heterogeneity, but existing transformer-based methods lack specialized mechanisms to handle this property. To bridge the gap, we propose MAYA, an encoder-decoder transformer-based…

Machine Learning · Computer Science 2025-09-23 Xuechen Li , Yupeng Li , Jian Liu , Xiaolin Jin , Xin Hu

Data Mining is the process of extracting useful patterns from the huge amount of database and many data mining techniques are used for mining these patterns. Recently, one of the remarkable facts in higher educational institute is the rapid…

Artificial Intelligence · Computer Science 2014-05-16 Priyanka Saini

In diverse fields ranging from finance to omics, it is increasingly common that data is distributed and with multiple individual sources (referred to as ``clients'' in some studies). Integrating raw data, although powerful, is often not…

Methodology · Statistics 2022-11-08 Yuanxing Chen , Qingzhao Zhang , Shuangge Ma , Kuangnan Fang

Recently, a number of works have studied clustering strategies that combine classical clustering algorithms and deep learning methods. These approaches follow either a sequential way, where a deep representation is learned using a deep…

Machine Learning · Computer Science 2019-06-13 Severine Affeldt , Lazhar Labiod , Mohamed Nadif

Differential performance debugging is a technique to find performance problems. It applies in situations where the performance of a program is (unexpectedly) different for different classes of inputs. The task is to explain the differences…

Artificial Intelligence · Computer Science 2017-11-29 Saeid Tizpaz-Niari , Pavol Cerny , Bor-Yuh Evan Chang , Ashutosh Trivedi

The problem of complex data analysis is a central topic of modern statistical science and learning systems and is becoming of broader interest with the increasing prevalence of high-dimensional data. The challenge is to develop statistical…

Machine Learning · Statistics 2018-03-05 Faicel Chamroukhi , Hien D. Nguyen

Cross-validation plays a fundamental role in Machine Learning, enabling robust evaluation of model performance and preventing overestimation on training and validation data. However, one of its drawbacks is the potential to create data…

Machine Learning · Computer Science 2025-08-28 Afonso Martini Spezia , Thomas Fontanari , Mariana Recamonde-Mendoza

The ubiquitous use of IoT and machine learning applications is creating large amounts of data that require accurate and real-time processing. Although edge-based smart data processing can be enabled by deploying pretrained models, the…

Machine Learning · Computer Science 2021-09-15 Yinghan Long , Indranil Chakraborty , Gopalakrishnan Srinivasan , Kaushik Roy

Clustering is one of the main tasks in exploratory data analysis and descriptive statistics where the main objective is partitioning observations in groups. Clustering has a broad range of application in varied domains like climate,…

Databases · Computer Science 2012-03-20 Saptarsi Goswami , Amlan Chakrabarti

Decision-making units (DMUs) in a group convert the same resources (i.e., input indices) into the same products (i.e., output indices) at different scales. Performance indices have different measurement units, and their market prices per…

Optimization and Control · Mathematics 2023-06-21 Fun-Hwa Franklin Liu , Su-Chuan Shih

Metagenomic studies have increasingly utilized sequencing technologies in order to analyze DNA fragments found in environmental samples.One important step in this analysis is the taxonomic classification of the DNA fragments. Conventional…

Genomics · Quantitative Biology 2020-02-11 Andreas Georgiou , Vincent Fortuin , Harun Mustafa , Gunnar Rätsch