The mean-variance theory of Markowitz (1952) indicates that large investment portfolios naturally provide better risk diversification than small ones. However, due to parameter estimation errors, one may find ambiguous results in practice. Hence, it is essential to identify relevant stocks to alleviate the impact of estimation error in portfolio selection. To this end, we propose a linkage cond...

Recursive Feature Elimination RFE combined with feature-ranking is an effective technique for eliminating irrelevant features. In this paper, an ensemble of MLP base classifiers with feature-ranking based on the magnitude of MLP weights is proposed. This approach is compared experimentally with other popular feature-ranking methods, and with a Support Vector Classifier SVC. Experimental results...

We construct worldsheet traversable wormholes by considering the effects of a double-trace deformation, $\delta\mathcal{L}\sim h\partial\phi_L\partial\phi_R$, coupling endpoints an open string in AdS space. The operator deforming theory is irrelevant and makes boundaries bend inward toward IR. This effect, reminiscent two-dimensional dilaton gravities, renders teleportation protocol more effici...

A bstract We study $$ \mathrm{T}\overline{\mathrm{T}} T ¯ deformations of chiral bosons using the formalism due to Sen. For arbitrary numbers left- and right-chiral bosons, we find that -deformed Lagrangian can be computed in closed form, giving rise a novel non-local...