A Portfolio Selection Method Based on Pattern Matching with Dual Information of Direction and Distance

Pattern matching method is one of the classic classifications of existing online portfolio selection strategies. This article aims to study the key aspects of this method—measurement of similarity and selection of similarity sets, and proposes a Portfolio Selection Method based on Pattern Matching with Dual Information of Direction and Distance (PMDI). By studying different combination methods of indicators such as Euclidean distance, Chebyshev distance, and correlation coefficient, important information such as direction and distance in stock historical price information is extracted, thereby filtering out the similarity set required for pattern matching based investment portfolio selection algorithms. A large number of experiments conducted on two datasets of real stock markets have shown that PMDI outperforms other algorithms in balancing income and risk. Therefore, it is suitable for the financial environment in the real world.

A Novel Momentum-Based Measure for Online Portfolio Algorithm

In recent years, digital investment portfolios have become a significant area of interest in the field of machine learning. To tackle the issue of neglecting the momentum effect in risk asset prices within the follow-the-winner strategy and to evaluate the significance of this effect, a novel measure of risk asset price momentum trend is introduced for online investment portfolio research. Firstly, a novel approach is introduced to quantify the momentum trend effect, which is determined by the product of the slope of the linear regression model and the absolute value of the linear correlation coefficient. Secondly, a new investment portfolio optimization problem is established based on the prediction of future returns. Thirdly, the Lagrange multiplier method is used to obtain the analytical solution of the optimization model, and the soft projection optimization algorithm is used to map the analytical solution to obtain the investment portfolio of the model. Finally, experiments are conducted on five benchmark datasets and compared with popular investment portfolio algorithms. The empirical findings indicate that the algorithm we are introduced is capable of generating higher investment returns, thereby establishing its efficacy for the management of the online investment portfolios.

A Process to Support Analysts in Exploring and Selecting Content from Online Forums

The public content increasingly available on the Internet, especially in online forums, enables researchers to study society in new ways. However, qualitative analysis of online forums is very time consuming and most content is not related to researchers’ interest. Consequently, analysts face the following problem: how to efficiently explore and select the content to be analyzed? This article introduces a new process to support analysts in solving this problem. This process is based on unsupervised machine learning techniques like hierarchical clustering and term co-occurrence network. A tool that helps to apply the proposed process was created to provide consolidated and structured results. This includes measurements and a content exploration interface.

Online Fashion Retailer Bonobos Selects Gerber Technology's YuniquePLM^(TM) Industry-Tailored Software to Support Rapid Growth and Fast-Paced Product Innovation

Tolland,Connecticut,USA-Gerber Technology,a business unit of Gerber Scientific, Inc.(NYSE:GRB) and a world leader in automated CAD/CAM and PLM solutions for the apparel and flexible materials industry,announces that fast-growing internet retailer Bonobos,Inc. has selected the YuniquePLM product

A survey on online feature selection with streaming features

In the era of big data, the dimensionality of data is increasing dramatically in many domains. To deal with high dimensionality, online feature selection becomes critical in big data mining. Recently, online selection of dynamic features has received much attention. In situations where features arrive sequentially over time, we need to perform online feature selection upon feature arrivals. Meanwhile, considering grouped features, it is necessary to deal with features arriving by groups. To handle these challenges, some state-of- the-art methods for online feature selection have been proposed. In this paper, we first give a brief review of traditional feature selection approaches. Then we discuss specific problems of online feature selection with feature streams in detail. A comprehensive review of existing online feature selection methods is presented by comparing with each other. Finally, we discuss several open issues in online feature selection.

Efficient online portfolio simulation using dynamic moving average model and benchmark index

Online portfolio selection and simulation are some of the most important problems in several research communities,including finance,engineering,statistics,artificial intelligence,machine learning,etc.The primary aim of online portfolio selection is to determine portfolio weights in every investment period(i.e.,daily,weekly,monthly,etc.)to maximize the investor’s final wealth after the end of investment period(e.g.,1 year or longer).In this paper,we present an efficient online portfolio selection strategy that makes use of market indices and benchmark indices to take advantage of the mean reversal phenomena at minimal risks.Based on empirical studies conducted on recent historical datasets for the period 2000 to 2015 on four different stock markets(i.e.,NYSE,S&P500,DJIA,and TSX),the proposed strategy has been shown to outperform both Anticor and OLMAR—the two most prominent portfolio selection strategies in contemporary literature.

Adaptive mixture observation models for multiple object tracking

Multiple object tracking （MOT） poses many difficulties to conventional well-studied single object tracking （SOT） algorithms, such as severe expansion of configuration space, high complexity of motion conditions, and visual ambiguities among nearby targets, among which the visual ambiguity problem is the central challenge. In this paper, we address this problem by embedding adaptive mixture observation models （AMOM） into a mixture tracker which is implemented in Particle Filter framework. In AMOM, the extracted multiple features for appearance description are combined according to their discriminative power between ambiguity prone objects, where the discriminability of features are evaluated by online entropy-based feature selection techniques. The induction of AMOM can help to surmount the incapability of conventional mixture tracker in handling object occlusions, and meanwhile retain its merits of flexibility and high efficiency. The final experiments show significant improvement in MOT scenarios compared with other methods.