Now showing items 1-2 of 2

    • Competitive and online piecewise linear classification 

      Özkan, Hüseyin; Donmez, M.A.; Pelvan O.S.; Akman, A.; Kozat, Süleyman S. (IEEE, 2013)
      In this paper, we study the binary classification problem in machine learning and introduce a novel classification algorithm based on the 'Context Tree Weighting Method'. The introduced algorithm incrementally learns a ...
    • Growth optimal investment with threshold rebalancing portfolios under transaction costs 

      Tunc, S.; Donmez, M.A.; Kozat, Süleyman S. (IEEE, 2013)
      We study how to invest optimally in a stock market having a finite number of assets from a signal processing perspective. In particular, we introduce a portfolio selection algorithm that maximizes the expected cumulative ...