yutaka ohnuki Financial Engineering Group,Inc. Japan
Tu Wei-Che Financial Engineering Group,Inc.
Shu Kobayashi Financial Engineering Group,Inc.
Mitsuru Urushibata Financial Engineering Group,Inc.
Kanehisa Shiotani Financial Engineering Group,Inc.
Ryo Kato Financial Engineering Group,Inc.
Yuma Kinoshita Financial Engineering Group,Inc.
Naokazu Mizuta Financial Engineering Group,Inc.
Keiichi Kuroyanagi Financial Engineering Group,Inc.
Provide a URL to a web page, technical memorandum, or a paper.
No response.
Provide a general summary with relevant background information: Where does the method come from? Is it novel? Name the prior art.
the knowledge and technics that we use business
Summarize the algorithms you used in a way that those skilled in the art should understand what to do. Profile of your methods as follows:
Please describe your data understanding efforts, and interesting observations:
none
Details on feature generation:
Details on feature selection:
Details on latent factor discovery (techniques used, useful student/step features, how were the factors used, etc.):
More details on preprocessing:
Details on classification:
Details on model selection:
Scores shown in the table below are Cup scores, not leaderboard scores. The difference between the two is described on the Evaluation page.
A reader should also know from reading the fact sheet what the strength of the method is.
Please comment about the following:
compact feature subset
compute posterior probabilities
Details on the relevance of the KC models and latent factors:
Details on software implementation:
SAS
Details on hardware implementation. Specify whether you provide a self contained-application or libraries.
Provide a URL for the code (if available):
List references below.