Simon Fuller

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Existing risk-to-reward measures, such as the Sharpe ratio [1] or M2 [2], are based on the idea of quantifying the excess return per unit of deviation in an investment. In this preliminary article we introduce a new probabilistic measure for evaluating investment performance. Randomness Deficiency Coefficient (RDC) expresses the likelihood that the observed(More)
We define a variable-order Markov model, representing a Probabilistic Context Free Grammar, built from the sentence-level, delexicalized parse of source texts generated by a standard lexicalized parser, which we apply to the authorship attribution task. First, we motivate this model in the context of previous research on syntactic features in the area,(More)
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