Sparse Quasi-Markowitz Portfolio (SQMP)
According to a 2020 report, over a 15-year period, nearly 90% of actively managed investment funds failed to beat the
What are the Key Differences between Multivariate Testing (MVT) and A/B Testing?
Multivariate testing (MVT) techniques apply statistical hypothesis testing on multi-variable systems. Different from A/B testing which changes one variation
What is Isolation Forest?
Short Answer Isolation Forest (iForest) is a machine learning algorithm for anomaly detection. Instances, which have an average shorter path
What is Gaussian Mixture Model (GMM)?
Short Answer A Gaussian Mixture Model (GMM) is a composite distribution made by \(K\) Gaussian sub-distributions each with its own
What is Expectation-Maximization (EM) Algorithm?
Short Answer Expectation Maximization (EM) is an iterative algorithm for finding the maximum a posteriori (MAP) estimated of parameters in
What is Support Vector Machines (SVM)?
A support-vector machine (SVM) constructs a hyperplane or set of hyperplanes in a high- or infinite-dimensional space, which can be
What is LARS?
Short Answer LARS (least angle regression) is an algorithm for computing linear regression with \(l_{1}\) regularization stepwisely. The basic
What is Isotonic Regression?
Short Answer Isotonic regression is similar to linear regression, except for some monotonic constraints. Additionally, linear regression is global, while
What is Latent Semantic Analysis (LSA)
Short Answer Latent semantic analysis (LSA) is a natural language processing technique for analyzing documents and terms contained within them.
What is Canopy Clustering
Short Answer Canopy clustering is a pre-clustering algorithm, which performs clustering in two stages: Stage 1. Use an "unexpensive&
