2 papers
stat.ML2018
Revisiting the Vector Space Model: Sparse Weighted Nearest-Neighbor Method for Extreme Multi-Label Classification
Tatsuhiro Aoshima, Kei Kobayashi, Mihoko Minami
Machine learning has played an important role in information retrieval (IR) in recent times. In search engines, for example, query keywords are accepted and documents are returned…
q-fin.RM2017
Estimation of Risk Contributions with MCMC
Takaaki Koike, Mihoko Minami
Determining risk contributions of unit exposures to portfolio-wide economic capital is an important task in financial risk management. Computing risk contributions involves difficu…