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most citedA direct formulation for sparse PCA using semidefinite programming

125 citations · 178 across the 13 of their papers we have counts for

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cs.LG2008★ 13 cited

Predicting Abnormal Returns From News Using Text Classification

Ronny Luss, Alexandre d'Aspremont

We show how text from news articles can be used to predict intraday price movements of financial assets using support vector machines. Multiple kernel learning is used to combine e…

cs.LG2008★ 17 cited

Support Vector Machine Classification with Indefinite Kernels

Ronny Luss, Alexandre d'Aspremont

We propose a method for support vector machine classification using indefinite kernels. Instead of directly minimizing or stabilizing a nonconvex loss function, our algorithm simul…