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Examples of Stochastic Processes in Machine Learning

Started by Jacob Weiss in Miscellaneous. Last reply by Vincent Granville Jul 7. 1 Reply 0 Likes

Hi All,I am currently taking graduate-level coursework in Stochastic Processes. My hope is to apply Stochastic Processes in Machine Learning. I have just started to think about uses cases, and one particular use case that stands out is having the…Continue

Tags: Learning, Machine, in, Processes, Stochastic

Anomaly Detection

Started by Paterno III Cobrador in Risk Management. Last reply by Vincent Granville Jul 7. 1 Reply 0 Likes

How would you go about an Unsupervised Anomaly Detection problem?Continue

Question about Some Statistical Distributions (Updated)

Started by Vincent Granville in Data Mining Software Feb 12. 0 Replies 0 Likes

What are the potential distributions for a continuous variable X on [0, 1], if |2X - 1| is known to have a uniform distribution on [0, 1]? Will the distribution of INT(2X) always be uniform on {0, 1} ?This question arises in a potential proof that…Continue

Generalized Coefficient of Correlation for Non-Linear Relationships

Started by Vincent Granville in Data Mining Software. Last reply by Timothy Gardner Feb 17. 2 Replies 2 Likes

What is the best correlation coefficient R(X, Y) to measure non-linear dependencies between two variables X and Y? Let's say that you want to assess weather there is a linear or quadratic relationship between X and Y. One way to do it is to perform…Continue

My paper on Differential Geometry on Graphs with applications to Foreign Exchange Option Symmetry

Started by Valery A. Kholodnyi in Quant Oct 2, 2017. 0 Replies 0 Likes

Dear Colleagues, I would like to bring to your attention my paper of 2001 on differential geometry on graphs with applications to the foreign exchange option symmetry in a multiple currency foreign exchange market that might be of interest to…Continue

Two Great Courses on Deep Learning and AI

Started by Vincent Granville in Data Mining Software Aug 10, 2017. 0 Replies 0 Likes

Deep Learning, Neural Networks and AIThe course is a new one by Andrew Ng, Co-founder, Coursera; Adjunct Professor, Stanford University; formerly…Continue