24 citations · 43 across the 12 of their papers we have counts for
5 papers · 1 filter
Big Data Classification Using Augmented Decision Trees
Rajiv Sambasivan, Sourish Das
We present an algorithm for classification tasks on big data. Experiments conducted as part of this study indicate that the algorithm can be as accurate as ensemble methods such as…
Regularization and Variable Selection with Copula Prior
Rahul Sharma, Sourish Das
In this work, we show that under specific choices of the copula, the lasso, elastic net, and -prior are particular cases of `copula prior,' for regularization and variable selec…
Big Data Regression Using Tree Based Segmentation
Rajiv Sambasivan, Sourish Das
Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree…
Sparse Portfolio selection via Bayesian Multiple testing
Sourish Das, Rituparna Sen
We presented Bayesian portfolio selection strategy, via the factor asset pricing model. If the market is information efficient, the proposed strategy will mimic the market; oth…
A Statistical Machine Learning Approach to Yield Curve Forecasting
Rajiv Sambasivan, Sourish Das
Yield curve forecasting is an important problem in finance. In this work we explore the use of Gaussian Processes in conjunction with a dynamic modeling strategy, much like the Kal…