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The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…
In this study, a temporal graph model is designed to model the behavior of collective sports teams based on the networks of player interactions. The main motivation for the model is to integrate the temporal dimension into the analysis of…
Despite broad interest in self-organizing systems, there are few quantitative, experimentally-applicable criteria for self-organization. The existing criteria all give counter-intuitive results for important cases. In this Letter, we…
Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent…
Much of modern society is founded on orchestrating institutions that produce social goods by fostering motivated teams, pitting them against each other, and distributing the fruits of the arms races that ensue. However, even when the…
We consider the problem of determining the existence of a sequence of matrices driving a discrete-time consensus system to consensus. We transform this problem into one of the existence of a product of the transition (stochastic) matrices…
We study the optimal control of storage which is used for arbitrage, i.e. for buying a commodity when it is cheap and selling it when it is expensive. Our particular concern is with the management of energy systems, although the results are…
The possibility of statistical evaluation of the market completeness and incompleteness is investigated for continuous time diffusion stock market models. It is known that the market completeness is not a robust property: small random…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
In this study, basketball teams are conceptualized as complex adaptive systems to examine their (re)organizational processes in response the time remaining to shoot. Using temporal passing networks to model team behavior, the focus is on…
This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.
We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…
We consider temporal logic verification of (possibly nonlinear) dynamical systems evolving over continuous state spaces. Our approach combines automata-based verification and the use of so-called barrier certificates. Automata-based…
This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the…
If a tennis ball is held above a basket ball with their centers vertically aligned, and the balls are released to collide with the floor, the tennis ball may rebound at a surprisingly high speed. We show in this article that the simple…
In order to pursue the issue of the relation between the financial cross-correlations and the conventional Random Matrix Theory we analyse several characteristics of the stock market correlation matrices like the distribution of…
Theoretical models applied to option pricing should take into account the empirical characteristics of the underlying financial time series. In this paper, we show how to price basket options when assets follow a shifted log-normal process…
We propose a Bayesian nonparametric matrix clustering approach to analyze the latent heterogeneity structure in the shot selection data collected from professional basketball players in the National Basketball Association (NBA). The…
During development, highly ordered structures emerge as cells collectively coordinate with each other. While recent advances have clarified how individual cells process and respond to external signals, understanding collective cellular…
Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such as financial news…