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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
Online Portfolio Selection: A Survey, Bin Li, Steven C. H. Hoi
Online Portfolio Selection: A Survey, Bin Li, Steven C. H. Hoi
Research Collection School Of Computing and Information Systems
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining. This article aims to provide a comprehensive survey and a structural understanding of online portfolio selection techniques published in the literature. From an online machine learning perspective, we first formulate online portfolio selection as a sequential decision problem, and then we survey a variety of state-of-the-art approaches, which are grouped into several major categories, including benchmarks, Follow-the-Winner approaches, Follow-the-Loser approaches, Pattern-Matching--based approaches, and Meta-Learning Algorithms. In addition to the problem formulation …
A Scalable Backward Chaining-Based Reasoner For A Semantic Web, Hui Shi, Kurt Maly, Steven Zeil
A Scalable Backward Chaining-Based Reasoner For A Semantic Web, Hui Shi, Kurt Maly, Steven Zeil
Computer Science Faculty Publications
In this paper we consider knowledge bases that organize information using ontologies. Specifically, we investigate reasoning over a semantic web where the underlying knowledge base covers linked data about science research that are being harvested from the Web and are supplemented and edited by community members. In the semantic web over which we want to reason, frequent changes occur in the underlying knowledge base, and less frequent changes occur in the underlying ontology or the rule set that governs the reasoning. Interposing a backward chaining reasoner between a knowledge base and a query manager yields an architecture that can support …