Support vector regression can predict numeric values effectively, and this article shows how to implement and train a kernel SVR model in C# using stochastic sub-gradient descent.
But unlike most quants, I run a concentrated, fundamentals-based portfolio. More than 50% of my fund is invested in only eight companies, and they're the kinds of stocks that Peter Lynch and Charlie ...
Abstract: Bilevel optimization, where one optimization problem is inherently nested within another, has gained significant attention due to its extensive applications in machine learning, such as ...
Consumers trying to score the best deals online may be facing a moving target as retailers increasingly use dynamic pricing. It's a strategy that adjusts prices based on factors including demand, ...
Abstract: To address the challenge of rapidly tracking the new pareto optimal set (PS) after environmental changes in dynamic multi-objective optimization problems (DMOPs), this paper proposes a ...