4 papers
LoCoV: low dimension covariance voting algorithm for portfolio optimization
JunTao Duan, Ionel Popescu
Minimum-variance portfolio optimizations rely on accurate covariance estimator to obtain optimal portfolios. However, it usually suffers from large error from sample covariance mat…
A cost-reducing partial labeling estimator in text classification problem
Jiangning Chen, Zhibo Dai, Juntao Duan +5
We propose a new approach to address the text classification problems when learning with partial labels is beneficial. Instead of offering each training sample a set of candidate l…
Naive Bayes with Correlation Factor for Text Classification Problem
Jiangning Chen, Zhibo Dai, Juntao Duan +2
Naive Bayes estimator is widely used in text classification problems. However, it doesn't perform well with small-size training dataset. We propose a new method based on Naive Baye…
Recovery of spectrum from estimated covariance matrices and statistical kernels for machine learning and big data
Saba Amsalu, Juntao Duan, Heinrich Matzinger +1
In this paper we propose two schemes for the recovery of the spectrum of a covariance matrix from the empirical covariance matrix, in the case where the dimension of the matrix is…