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We consider portfolio selection when decisions based on a dynamic risk measure are affected by the use of a moving horizon, and the possible inconsistencies that this creates. By giving a formal treatment of time consistency which is…

Risk Management · Quantitative Finance 2010-07-12 Samuel N. Cohen , Robert J. Elliott

In this study we are concerned with the general problem of choosing from a set of endangered species T a subset S of k species to protect as a priority. Here, the interest to protect the species of S is assessed by the resulting expected…

Optimization and Control · Mathematics 2022-03-24 Alain Billionnet

Accurate time-to-event prediction is integral to decision-making, informing medical guidelines, hiring decisions, and resource allocation. Survival analysis, the quantitative framework used to model time-to-event data, accounts for patients…

Machine Learning · Computer Science 2025-08-08 Vincent Jeanselme , Brian Tom , Jessica Barrett

Many life-history traits, like the age at maturity or adult longevity, are important determinants of the generation time. For instance, semelparous species whose adults reproduce once and die have shorter generation times than iteroparous…

Populations and Evolution · Quantitative Biology 2016-04-22 Mélissa Verin , Salomé Bourg , Frédéric Menu , Etienne Rajon

Time-varying covariates are often available in survival studies and estimation of the hazard function needs to be updated as new information becomes available. In this paper, we investigate several different easy-to-implement ways that…

Methodology · Statistics 2021-03-04 Hoora Moradian , Weichi Yao , Denis Larocque , Jeffrey S. Simonoff , Halina Frydman

We study a model of temporal voting where there is a fixed time horizon, and at each round the voters report their preferences over the available candidates and a single candidate is selected. Prior work has adapted popular notions of…

Computer Science and Game Theory · Computer Science 2025-02-11 Edith Elkind , Svetlana Obraztsova , Jannik Peters , Nicholas Teh

Survival data with time-varying covariates are common in practice. If relevant, they can improve on the estimation of survival function. However, the traditional survival forests - conditional inference forest, relative risk forest and…

Applications · Statistics 2022-06-06 Weichi Yao , Halina Frydman , Denis Larocque , Jeffrey S. Simonoff

Natural ecosystems, in particular on the microbial scale, are inhabited by a large number of species. The population size of each species is affected by interactions of individuals with each other and by spatial and temporal changes in…

Populations and Evolution · Quantitative Biology 2023-06-23 Tom Burkart , Jan Willeke , Erwin Frey

Assuming some regression model, it is common to study the conditional distribution of survival given covariates. Here, we consider the impact of further conditioning, specifically conditioning on a marginal survival function, known or…

Applications · Statistics 2016-10-11 Roxane Duroux , Cécile Chauvel , John O'Quigley

The conditional survival function of a time-to-event outcome subject to censoring and truncation is a common target of estimation in survival analysis. This parameter may be of scientific interest and also often appears as a nuisance in…

Methodology · Statistics 2024-08-20 Charles J. Wolock , Peter B. Gilbert , Noah Simon , Marco Carone

Many mathematical models of evolution assume that all individuals experience the same environment. Here, we study the Moran process in heterogeneous environments. The population is of finite size with two competing types, which are exposed…

Populations and Evolution · Quantitative Biology 2018-12-19 Kamran Kaveh , Alex McAvoy , Martin A. Nowak

Protected areas are an important conservation measure. However, there are controversial findings regarding whether closed areas are beneficial for species and habitat conservation as well as landings. Species dispersal is acknowledged as a…

Populations and Evolution · Quantitative Biology 2016-07-29 Aristides Moustakas

Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…

Methodology · Statistics 2024-09-18 Abhishek Mandal , Abhisek Chakraborty

Travel time savings are usually the most substantial economic benefit of transport infrastructure projects. However, questions surround whether small time savings are as valuable per unit as larger savings. Thresholds in individual choice…

Methodology · Statistics 2015-09-03 Andy Obermeyer , Martin Treiber , Christos Evangelinos

Difficulties identifying appropriate biodiversity impact metrics remain a major barrier to inclusion of biodiversity considerations in environmentally responsible investment. We propose and analyse a simple science-based local metric: the…

Populations and Evolution · Quantitative Biology 2023-03-21 Axel G. Rossberg , Jacob D. O'Sullivan , Svetlana Malysheva , Nadav M. Shnerb

We propose a novel approach for estimating mean survival time in the presence of censored data, in which we divide the population under study into survival-ordered fractions defined by a set of proportions, and compute the mean survival…

Methodology · Statistics 2018-10-18 Celia García-Pareja , Matteo Bottai

We are living in an uncertain and dynamically changing world, where optimal decision-making under uncertainty is directly linked to the survival of species. However, evolutionary selection pressures that shape value-based decision-making…

Populations and Evolution · Quantitative Biology 2018-04-04 Erdem Pulcu

We present new theoretical and empirical results on the probability distributions of species persistence times in natural ecosystems. Persistence times, defined as the timespans occurring between species' colonization and local extinction…

Populations and Evolution · Quantitative Biology 2012-03-21 S. Suweis , E. Bertuzzo , L. Mari , I. Rodriguez-Iturbe , A. Maritan , A. Rinaldo

Mortality displacement is the concept that deaths are moved forward in time (e.g., a few days, several months, and years) by exposure from when they would occur without the exposure, which is common in environmental time-series studies.…

Quantitative Methods · Quantitative Biology 2022-03-29 Honghyok Kim , Jong-Tae Lee , Roger D. Peng , Kelvin C. Fong , Michelle L. Bell

The emergence and impact of tipping points have garnered significant interest in both the social and natural sciences. Despite widespread recognition of the importance of feedbacks between human and natural systems, it is often assumed that…

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