Finding a tube of small width that covers a certain percentage of the training data samples is a robust way to estimate a location: the values of the data samples falling outside the tube have no direct influence on the estimate. The well-known ν-tube Support Vector Regression (ν-SVR) is an...

he Basel II capital accord encourages financial institutions to develop rating systems for assessing the risk of default of their credit portfolios in order to better calculate the minimum regulatory capital needed to cover unexpected losses. In the internal ratings based approach, financial...

Kernel Based Regression (KBR) minimizes a convex risk over a possibly infinite dimensional reproducing kernel Hilbert space. Recently, it was shown that KBR with a least squares loss function may have some undesirable properties from a robustness point of view: even very small amounts of...

Evolving graphs describe many natural phenomena changing over time, such as social relationships, trade markets, metabolic networks etc. In this framework, performing community detection and analyzing the cluster evolution represents a critical task. Here we propose a new model for this purpose,...