OUR RESEARCH

—- Pioneered application of advanced machine learning techniques for detection of complex and rare patterns in space weather forecasting and financial markets [1999 – 2006]

—- Pioneered application of boosting-based combination of analytical and domain-expert models and indicators in finance and econometrics [2005-2006].

—- Proposed generic boosting-based optimization framework for the discovery of regime-independent portfolios of trading / investment strategies [2006].

—- Proposed usage of boosting-based ensembles for generic representation of complex and rare states in financial markets, biomedicine and other fields [2007, 2011].

—- Proposed further enhancements for representation of complex and rare states via combination of boosting-based ensembles, topological measures and deep learning [2011-2019].

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