7 citations · 21 across the 12 of their papers we have counts for
4 papers · 1 filter
A Markov Chain Analysis of a Pattern Matching Coin Game
James Brofos
In late May of 2014 I received an email from a colleague introducing to me a non-transitive game developed by Walter Penney. This paper explores this probability game from the pers…
A Hybrid Monte Carlo Architecture for Parameter Optimization
James Brofos
Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The meth…
Automated Attribution and Intertextual Analysis
James Brofos, Ajay Kannan, Rui Shu
In this work, we employ quantitative methods from the realm of statistics and machine learning to develop novel methodologies for author attribution and textual analysis. In partic…
Ensemble Committees for Stock Return Classification and Prediction
James Brofos
This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capabi…