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Gavrishchaka V
,
Senyukova O
.
Robust algorithmic detection of the developed cardiac pathologies and emerging or transient abnormalities from short periods of RR data
. In: International Symposium on Computational Models for Life Sciences. Toyama, Japan; 2011. p. 215-24.
Senyukova O
,
Gavrishchaka V
.
Ensemble Decomposition Learning for Optimal Utilization of Implicitly Encoded Knowledge in Biomedical Applications
. In: IASTED International Conference on Computational Intelligence and Bioinformatics. Pittsburgh, USA; 2011. p. 69-73.
Gavrishchaka V
,
Senyukova O
,
Koeke M
,
Kryuchkova A
.
Multi-objective physiological indicators based on complementary complexity measures: application to early diagnostics and prediction of acute events
. In: International Conference on Computer and Computational Intelligence. Bangkok, Thailand; 2011. p. 95-106.
Gavrishchaka V
,
Senyukova O
,
Ulanova O
,
Monin A
.
Physiological meta-indicators for professional sports applications: express diagnostics, overtraining detection, and quantification of individual zones of optimal functioning
. In: VII International scientific and practical conference for memory of P.Roudik.; 2011. p. 5-7.
Senyukova O
,
Gavrishchaka V
.
Diagnostics of complex and rare abnormalities using ensemble decomposition learning
. In: Diagnostics of complex and rare abnormalities using ensemble decomposition learning. Bangkok, Thailand; 2011. p. 19-26.
Barinova O
,
Gavrishchaka V
.
Generic regularization of boosting-based algorithms for the discovery of regime-independent portfolio strategies from high-noise time series
. In: The Fourth International Conference on Innovative Computing, Information and Control.; 2009.
Barinova O
,
Gavrishchaka V
.
Removal of confusing training samples as a generic mechanism to improve and diversify trading strategies discovered by boosting-based optimisation
. In: Proceedings of Computational Intelligence in Economics and Finance.; 2008.
Gavrishchaka V
,
Barinova O
,
Vezhnevets A
,
Monina M
.
Discovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting
. In: Computational Finance and its Applications III.; 2008.