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Forecasting financial time-series has long been among the most challenging problems in financial market analysis. In order to recognize the correct circumstances to enter or exit the markets investors usually employ statistical models (or even simple qualitative methods). However, the inherently noisy and stochastic nature of markets severely limits the forecasting accuracy of the used models. The...
The problem of approximate nearest neighbor (ANN) search in Big Data has been tackled with a variety of recent methods. Vector quantization based solutions have been maintaining the dominant position, as they operate in the original data space, better preserving inter-point distances. Additive quantization (AQ) in particular has pushed the state-of-the-art in search accuracy, but high computational...
In this paper, we formulate a variant of the Support Vector Machine classifier that exploits graph-based discrimination criteria within a multi-class optimization process. We employ two kNN graphs in order to describe intra-class and between-class data relationships. These graph structures are combined in order to form a regularizer which is used in order to regularize the multi-class SVM optimization...
In this paper, a new nonlinear subspace learning technique for class-specific data representation based on an optimized class representation is described. An iterative optimization scheme is formulated where both the optimal nonlinear data projection and the optimal class representation are determined at each optimization step. This approach is tested on human face and action recognition problems,...
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