1 citations · 1 across the 1 of their papers we have counts for
2 papers
cs.LG2020★ 1 cited
Efficient SVDD Sampling with Approximation Guarantees for the Decision Boundary
Adrian Englhardt, Holger Trittenbach, Daniel Kottke +2
Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size.…
q-fin.ST2018
Connecting Sharpe ratio and Student t-statistic, and beyond
Eric Benhamou
Sharpe ratio is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the excess return over the strategy standard deviation.…