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This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Computational Finance · Quantitative Finance 2022-11-30 Zheng Cao , Raymond Guo , Wenyu Du , Jiayi Gao , Kirill V. Golubnichiy

Adaptive Random Testing (ART) enhances the testing effectiveness (including fault-detection capability) of Random Testing (RT) by increasing the diversity of the random test cases throughout the input domain. Many ART algorithms have been…

Software Engineering · Computer Science 2024-03-20 Rubing Huang , Chenhui Cui , Junlong Lian , Dave Towey , Weifeng Sun , Haibo Chen

The $k$-nearest neighbour ($k$-NN) classifier is one of the oldest and most important supervised learning algorithms for classifying datasets. Traditionally the Euclidean norm is used as the distance for the $k$-NN classifier. In this…

Machine Learning · Statistics 2015-12-02 Stan Hatko

The Alternating Minimization Algorithm (AMA) has been proposed by Tseng to solve convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the latter is assumed to be…

Optimization and Control · Mathematics 2018-06-04 Sandy Bitterlich , Radu Ioan Bot , Ernö Robert Csetnek , Gert Wanka

Image classification is an important task in the field of machine learning and image processing. However, the usually used classification method --- the K Nearest-Neighbor algorithm has high complexity, because its two main processes:…

Computer Vision and Pattern Recognition · Computer Science 2018-05-17 Yijie Dang , Nan Jiang , Hao Hu , Zhuoxiao Ji , Wenyin Zhang

This paper introduces a tensor neural network (TNN) to address nonparametric regression problems, leveraging its distinct sub-network structure to effectively facilitate variable separation and enhance the approximation of complex,…

Machine Learning · Statistics 2024-09-16 Yongxin Li , Yifan Wang , Zhongshuo Lin , Hehu Xie

In this paper, a novel framework for anomaly estimation is proposed. The basic idea behind our method is to reduce the data into a two-dimensional space and then rank each data point in the reduced space. We attempt to estimate the degree…

Machine Learning · Computer Science 2021-05-12 Zhongping Ji

The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a…

Statistics Theory · Mathematics 2007-06-13 Bradley Efron , Trevor Hastie , Iain Johnstone , Robert Tibshirani

Modern neural network technologies, including large language models, have achieved remarkable success in various applied artificial intelligence applications, however, they face a range of fundamental limitations. Among them are…

Artificial Intelligence · Computer Science 2025-08-27 I. I. Priezzhev , D. A. Danko , A. V. Shubin

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Zheng Xu , Mario A. T. Figueiredo , Xiaoming Yuan , Christoph Studer , Tom Goldstein

K-nearest neighbor (kNN) search has wide applications in many areas, including data mining, machine learning, statistics and many applied domains. Inspired by the success of ensemble methods and the flexibility of tree-based methodology, we…

Machine Learning · Statistics 2020-05-27 Donghui Yan , Yingjie Wang , Jin Wang , Honggang Wang , Zhenpeng Li

Approximate Nearest neighbor search (ANNS) is fundamental and essential operation in applications from many domains, such as databases, machine learning, multimedia, and computer vision. Although many algorithms have been continuously…

Databases · Computer Science 2016-10-11 Wen Li , Ying Zhang , Yifang Sun , Wei Wang , Wenjie Zhang , Xuemin Lin

We study the quadratic prediction error method -- i.e., nonlinear least squares -- for a class of time-varying parametric predictor models satisfying a certain identifiability condition. While this method is known to asymptotically achieve…

Statistics Theory · Mathematics 2024-04-17 Charis Stamouli , Ingvar Ziemann , George J. Pappas

As a potential alternative for implementing the large number of multiplications in convolutional neural networks (CNNs), approximate multipliers (AMs) promise both high hardware efficiency and accuracy. However, the characterization of…

Hardware Architecture · Computer Science 2024-08-26 Ao Liu , Jie Han , Qin Wang , Zhigang Mao , Honglan Jiang

We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and…

Methodology · Statistics 2024-01-09 Jungmin Shin , Seung Jun Shin , Sungwan Bang

Numerical data imputation algorithms replace missing values by estimates to leverage incomplete data sets. Current imputation methods seek to minimize the error between the unobserved ground truth and the imputed values. But this strategy…

Machine Learning · Statistics 2023-07-11 Florian Lalande , Kenji Doya

Reverse k nearest neighbor (RkNN) queries are fundamental in spatial databases, location-based analytics, and recommendation systems. Existing state-of-the-art techniques rely on spatial pruning supported by R-trees and their variants.…

Databases · Computer Science 2026-05-27 Zhengyang Bai , Peng Chen , Mohamed Wahib

Nearest neighbor (NN) algorithms have been extensively used for missing data problems in recommender systems and sequential decision-making systems. Prior theoretical analysis has established favorable guarantees for NN when the underlying…

Machine Learning · Statistics 2025-09-03 Tathagata Sadhukhan , Manit Paul , Raaz Dwivedi

We propose an efficient method for approximating natural gradient descent in neural networks which we call Kronecker-Factored Approximate Curvature (K-FAC). K-FAC is based on an efficiently invertible approximation of a neural network's…

Machine Learning · Computer Science 2020-06-09 James Martens , Roger Grosse

Approximate nearest neighbor (ANN) search is a fundamental problem in many areas of data mining, machine learning and computer vision. The performance of traditional hierarchical structure (tree) based methods decreases as the…

Computer Vision and Pattern Recognition · Computer Science 2016-12-06 Cong Fu , Deng Cai