Results 1 - 10 of 12,398

A Long-Memory Property of Stock Market Returns and a New Model

by Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle - Journal of Empirical Finance , 1993
"... A ‘long memory ’ property of stock market returns is investigated in this paper. It is found that not only there is substantially more correlation between absolute returns than returns them-selves, but the power transformation of the absolute return lrfl ” also has quite high autocorrel-ation for lo ..."
Abstract - Cited by 631 (18 self) - Add to MetaCart
A ‘long memory ’ property of stock market returns is investigated in this paper. It is found that not only there is substantially more correlation between absolute returns than returns them-selves, but the power transformation of the absolute return lrfl ” also has quite high autocorrel-ation

Reinforcement Learning I: Introduction

by Richard S. Sutton, Andrew G. Barto , 1998
"... In which we try to give a basic intuitive sense of what reinforcement learning is and how it differs and relates to other fields, e.g., supervised learning and neural networks, genetic algorithms and artificial life, control theory. Intuitively, RL is trial and error (variation and selection, search ..."
Abstract - Cited by 5614 (118 self) - Add to MetaCart
, search) plus learning (association, memory). We argue that RL is the only field that seriously addresses the special features of the problem of learning from interaction to achieve long-term goals.

TABU SEARCH

by Fred Glover, Rafael Marti
"... Tabu Search is a metaheuristic that guides a local heuristic search procedure to explore the solution space beyond local optimality. One of the main components of tabu search is its use of adaptive memory, which creates a more flexible search behavior. Memory based strategies are therefore the hallm ..."
Abstract - Cited by 822 (48 self) - Add to MetaCart
the hallmark of tabu search approaches, founded on a quest for "integrating principles, " by which alternative forms of memory are appropriately combined with effective strategies for exploiting them. In this chapter we address the problem of training multilayer feed-forward neural networks

Making Large-Scale Support Vector Machine Learning Practical

by Thorsten Joachims , 1998
"... Training a support vector machine (SVM) leads to a quadratic optimization problem with bound constraints and one linear equality constraint. Despite the fact that this type of problem is well understood, there are many issues to be considered in designing an SVM learner. In particular, for large lea ..."
Abstract - Cited by 628 (1 self) - Add to MetaCart
learning tasks with many training examples, off-the-shelf optimization techniques for general quadratic programs quickly become intractable in their memory and time requirements. SVM light1 is an implementation of an SVM learner which addresses the problem of large tasks. This chapter presents

Making Large-Scale SVM Learning Practical

by Thorsten Joachims , 1998
"... Training a support vector machine (SVM) leads to a quadratic optimization problem with bound constraints and one linear equality constraint. Despite the fact that this type of problem is well understood, there are many issues to be considered in designing an SVM learner. In particular, for large lea ..."
Abstract - Cited by 1861 (17 self) - Add to MetaCart
learning tasks with many training examples, off-the-shelf optimization techniques for general quadratic programs quickly become intractable in their memory and time requirements. SV M light1 is an implementation of an SVM learner which addresses the problem of large tasks. This chapter presents algorithmic

Multiscalar Processors

by Gurindar S. Sohi, Scott E. Breach, T. N. Vijaykumar - In Proceedings of the 22nd Annual International Symposium on Computer Architecture , 1995
"... Multiscalar processors use a new, aggressive implementation paradigm for extracting large quantities of instruction level parallelism from ordinary high level language programs. A single program is divided into a collection of tasks by a combination of software and hardware. The tasks are distribute ..."
Abstract - Cited by 589 (30 self) - Add to MetaCart
are dynamically routed among the many parallel pro-cessing units with the help of compiler-generated masks. Memory accesses may occur speculatively without knowledge of preceding loads or stores. Addresses are disambiguated dynamically, many in parallel, and processing waits only for true data dependence

BIRCH: an efficient data clustering method for very large databases

by Tian Zhang, Raghu Ramakrishnan, Miron Livny - In Proc. of the ACM SIGMOD Intl. Conference on Management of Data (SIGMOD , 1996
"... Finding useful patterns in large datasets has attracted considerable interest recently, and one of the most widely st,udied problems in this area is the identification of clusters, or deusel y populated regions, in a multi-dir nensional clataset. Prior work does not adequately address the problem of ..."
Abstract - Cited by 576 (2 self) - Add to MetaCart
Finding useful patterns in large datasets has attracted considerable interest recently, and one of the most widely st,udied problems in this area is the identification of clusters, or deusel y populated regions, in a multi-dir nensional clataset. Prior work does not adequately address the problem

GloMoSim: A Library for Parallel Simulation of Large-scale Wireless Networks

by Xiang Zeng, Rajive Bagrodia, Mario Gerla - in Workshop on Parallel and Distributed Simulation , 1998
"... A number of library-based parallel and sequential network simulators have been designed. This paper describes a library, called GloMoSim (for Global Mobile system Simulator), for parallel simulation of wireless networks. GloMoSim has been designed to be extensible and composable: the communication p ..."
Abstract - Cited by 650 (30 self) - Add to MetaCart
implementation of GloMoSim can be executed using a variety of conservative synchronization protocols, which include the null message and conditional event algorithms. This paper describes the GloMoSim library, addresses a number of issues relevant to its parallelization, and presents a set of experimental

Tinysec: A link layer security architecture for wireless sensor networks

by Chris Karlof, Naveen Sastry, David Wagner - in Proc of the 2nd Int’l Conf on Embedded Networked Sensor Systems
"... We introduce TinySec, the first fully-implemented link layer security architecture for wireless sensor networks. In our design, we leverage recent lessons learned from design vulnerabilities in security protocols for other wireless networks such as 802.11b and GSM. Conventional security protocols te ..."
Abstract - Cited by 521 (0 self) - Add to MetaCart
tend to be conservative in their security guarantees, typically adding 16–32 bytes of overhead. With small memories, weak processors, limited energy, and 30 byte packets, sensor networks cannot afford this luxury. TinySec addresses these extreme resource constraints with careful design; we explore

NiagaraCQ: A Scalable Continuous Query System for Internet Databases

by Jianjun Chen, David J. Dewitt, Feng Tian, Yuan Wang - In SIGMOD , 2000
"... Continuous queries are persistent queries that allow users to receive new results when they become available. While continuous query systems can transform a passive web into an active environment, they need to be able to support millions of queries due to the scale of the Internet. No existing syste ..."
Abstract - Cited by 584 (9 self) - Add to MetaCart
systems have achieved this level of scalability. NiagaraCQ addresses this problem by grouping continuous queries based on the observation that many web queries share similar structures. Grouped queries can share the common computation, tend to fit in memory and can reduce the I/O cost significantly
Results 1 - 10 of 12,398