We discuss a general technique that can be used to form a differentiable bound on the optima
of non-differentiable or discrete objective functions. We form a unified description of these …

Background Stochastic Context–Free Grammars (SCFGs) were applied successfully to RNA
secondary structure prediction in the early 90s, and used in combination with comparative …

We discuss a general technique that forms a differentiable bound on non-differentiable
objective functions by bounding the function optimum by its expectation with respect to a …

… I, Joe Staines, confirm that the work presented in this thesis is my own. Where information
has been derived from other sources, I confirm that this has been indicated in the thesis. …

In this article, I present a framework for sizing investments in non-risk-weighted indexes to
satisfy risk budgeting objectives. A number of measures of index diversification are considered…

Within the investment industry, diversification now refers to not only the division of capital
among a large number of securities but also the avoidance of risk concentration in any of a …

We examine the task of finding thematic structure in a data corpus comprising text and time
series. To achieve this we introduce topic factor modelling (TFM). We develop a novel, joint …

This thesis concerns the use of numerical optimization to find optimal portfolio allocations
under a variety of models for risk preference and market movement. Portfolio optimization is …

Income-seeking investors naturally favor stocks with higher dividend yield in the equity portion
of their portfolios. Although this helps meet their income objectives, it has some potentially …

Ribonucleic acid (RNA) secondary structure prediction is an important problem in molecular
biology; almost as soon as RNA started to be sequenced, methods have been established …