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Credit ratings are widely used by investors as a screening device. We introduce and study several natural notions of risk consistency that promote prudent investment decisions in the framework of Choquet rating criteria. Three closely…

Risk Management · Quantitative Finance 2025-06-17 Nan Guo , Ruodu Wang , Chenxi Xia , Jingping Yang

In this contribution we present an abstract framework for adaptive model hierarchies together with several instances of hierarchies for specific applications. The hierarchy is particularly useful when integrated within an outer loop, for…

Numerical Analysis · Mathematics 2024-11-27 Hendrik Kleikamp , Mario Ohlberger

Egalitarian considerations play a central role in many areas of social choice theory. Applications of egalitarian principles range from ensuring everyone gets an equal share of a cake when deciding how to divide it, to guaranteeing balance…

Artificial Intelligence · Computer Science 2021-03-10 Sirin Botan , Ronald de Haan , Marija Slavkovik , Zoi Terzopoulou

This paper proposes RiskRank as a joint measure of cyclical and cross-sectional systemic risk. RiskRank is a general-purpose aggregation operator that concurrently accounts for risk levels for individual entities and their…

Risk Management · Quantitative Finance 2016-01-26 József Mezei , Peter Sarlin

The task of analyzing extreme events with censoring effects is considered under a framework allowing for random covariate information. A wide class of estimators that can be cast as product-limit integrals is considered, for when the…

Statistics Theory · Mathematics 2024-08-14 Martin Bladt , Christoffer Øhlenschlæger

Clustering is a widely used technique in data mining applications for discovering patterns in underlying data. Most traditional clustering algorithms are limited to handling datasets that contain either numeric or categorical attributes.…

Artificial Intelligence · Computer Science 2007-05-23 Zengyou He , Xiaofei Xu , Shengchun Deng

Choquet expected utility (CEU) is one of the most sophisticated decision criteria used in decision theory under uncertainty. It provides a generalisation of expected utility enhancing both descriptive and prescriptive possibilities. In this…

Artificial Intelligence · Computer Science 2012-06-26 Lucie Galand , Patrice Perny

Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…

Artificial Intelligence · Computer Science 2011-08-30 Ehtibar N. Dzhafarov , Janne V. Kujala

Motion correlation interfaces are those that present targets moving in different patterns, which the user can select by matching their motion. In this paper, we re-formulate the task of target selection as a probabilistic inference problem.…

Human-Computer Interaction · Computer Science 2021-02-09 Eduardo Velloso , Carlos Hitoshi Morimoto

We propose a cost-effective framework for preference elicitation and aggregation under the Plackett-Luce model with features. Given a budget, our framework iteratively computes the most cost-effective elicitation questions in order to help…

Machine Learning · Computer Science 2018-07-10 Zhibing Zhao , Haoming Li , Junming Wang , Jeffrey Kephart , Nicholas Mattei , Hui Su , Lirong Xia

An inconsistent knowledge base can be abstracted as a set of arguments and a defeat relation among them. There can be more than one consistent way to evaluate such an argumentation graph. Collective argument evaluation is the problem of…

Artificial Intelligence · Computer Science 2017-06-20 Edmond Awad , Martin Caminada , Gabriella Pigozzi , Mikołaj Podlaszewski , Iyad Rahwan

When faced with complex choices, users refine their own preference criteria as they explore the catalogue of options. In this paper we propose an approach to preference elicitation suited for this scenario. We extend Coactive Learning,…

Artificial Intelligence · Computer Science 2016-12-07 Stefano Teso , Paolo Dragone , Andrea Passerini

This paper proposes a model for combination of external and internal stimuli for the action selection in an autonomous agent, based in an action selection mechanism previously proposed by the authors. This combination model includes…

Artificial Intelligence · Computer Science 2007-05-23 Pedro Pablo Gonzalez Perez , Jose Negrete Martinez , Ariel Barreiro Garcia , Carlos Gershenson Garcia

Evaluating the performance of clustering models is a challenging task where the outcome depends on the definition of what constitutes a cluster. Due to this design, current existing metrics rarely handle multiple clustering models with…

Machine Learning · Computer Science 2025-05-08 Louis Ohl , Fredrik Lindsten

Specialized classifiers, namely those dedicated to a subset of classes, are often adopted in real-world recognition systems. However, integrating such classifiers is nontrivial. Existing methods, e.g. weighted average, usually implicitly…

Machine Learning · Computer Science 2017-09-08 Zhizhong Li , Dahua Lin

Interchange theorems between minimization and integration are useful in optimization, especially in optimal control and in stochastic optimization. In this article, we establish a generalized minimization interchange theorem, where…

Optimization and Control · Mathematics 2021-07-14 Jean-Philippe Chancelier , Michel de Lara , Benoît Tran

This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian…

Artificial Intelligence · Computer Science 2025-08-08 Majid Mohammadi

The integrated completed likelihood (ICL) criterion has proven to be a very popular approach in model-based clustering through automatically choosing the number of clusters in a mixture model. This approach effectively maximises the…

Computation · Statistics 2015-05-26 Marco Bertoletti , Nial Friel , Riccardo Rastelli

Bayesian hierarchical modeling is a natural framework to effectively integrate data and borrow information across groups. In this paper, we address problems related to density estimation and identifying clusters across related groups, by…

Methodology · Statistics 2025-10-29 Huizi Zhang , Sara Wade , Natalia Bochkina

The Decision Support System (DSS) contains more than one antecedent and the degrees of strength of the antecedents need to be combined to determine the overall strength of the rule consequent. The membership values of the linguistic…

Artificial Intelligence · Computer Science 2013-04-10 K. M. Motahar Hossain , Zahir Raihan , M. M. A. Hashem