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Financial markets across all asset classes are known to exhibit trends. These trends have been exploited by traders for decades. Here, we empirically measure when trends revert, based on 30 years of daily futures prices for equity indices,…

Statistical Finance · Quantitative Finance 2021-07-26 Christof Schmidhuber

Recent evidence suggests that nongenetic (epigenetic) mechanisms play an important role at all stages of cancer evolution. In many cancers, these mechanisms have been observed to induce dynamic switching between two or more cell states,…

Quantitative Methods · Quantitative Biology 2023-06-16 Einar Bjarki Gunnarsson , Jasmine Foo , Kevin Leder

Standard evolutionary theories of aging and mortality, implicitly based on assumptions of spatial averaging, hold that natural selection cannot favor shorter lifespan without direct compensating benefit to individual reproductive success.…

Populations and Evolution · Quantitative Biology 2015-06-15 Justin Werfel , Donald E. Ingber , Yaneer Bar-Yam

Death events commonly arise from complex interactions among interrelated causes, formally classified in reporting practices as underlying and contributing. Leveraging information from death certificates, these interactions can be naturally…

Applications · Statistics 2025-10-03 Giovanni Romanò , Cristian Castiglione , Daniele Durante

Recent studies have identified long-range dependence as a key feature in the dynamics of both mortality and interest rates. Building on this insight, we develop a novel bi-variate stochastic framework based on mixed fractional Brownian…

Risk Management · Quantitative Finance 2025-08-26 Kenneth Q. Zhou , Hongjuan Zhou

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

The stochastic system approach to causality is applied to situations where the risk of death is not negligible. This approach grounds causality on physical laws, distinguishes system and observation and represents the system by multivariate…

Methodology · Statistics 2016-10-07 Daniel Commenges

Cardiovascular diseases are major causes of mortality globally. They often co-occur and are interrelated, leading to partial-order relationships among their onset times. However, these onset times are subject to informative censoring due to…

Methodology · Statistics 2026-04-07 Tonghui Yu , Liming Xiang

Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can…

Applications · Statistics 2017-05-10 Philippe Deprez , Pavel V. Shevchenko , Mario V. Wüthrich

We wish to verify that the mortality deceleration (or decrease) is a consequence of the bending of the shape parameter at old ages. This investigation is based upon the Weon model (the Weibull model with an age-dependent shape parameter)…

Populations and Evolution · Quantitative Biology 2007-05-23 Byung Mook Weon

Most causal inference studies rely on the assumption of overlap to estimate population or sample average causal effects. When data exhibit non-overlap, estimation of these estimands requires reliance on model specifications, due to poor…

Methodology · Statistics 2018-09-17 Rachel C. Nethery , Fabrizia Mealli , Francesca Dominici

Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated outcomes is independent of the observed treatment status. In…

Econometrics · Economics 2023-08-09 Philip Marx , Elie Tamer , Xun Tang

We examine what happens in a population when it experiences an abrupt change in surrounding conditions. Several cases of such "abrupt transitions" for both physical and living social systems are analyzed from which it can be seen that all…

Physics and Society · Physics 2016-03-23 Peter Richmond , Bertrand M. Roehner

Separate modelling of cause specific mortality rates and their projections can yield inconsistent forecasts when the sum of deaths by cause does not match the total observed in a population. We develop a hierarchical probabilistic framework…

Applications · Statistics 2026-03-03 Andrea Nigri , Han Lin Shang , Francesco Ungolo

The reconstruction of phylogenetic trees based on viral genetic sequence data sequentially sampled from an epidemic provides estimates of the past transmission dynamics, by fitting epidemiological models to these trees. To our knowledge,…

Populations and Evolution · Quantitative Biology 2013-06-17 Amaury Lambert , Helen K. Alexander , Tanja Stadler

Indirect standardization is widely used in disease mapping to control for confounding, but relies on restrictive assumptions that may bias estimates if violated. Using data on suicide-related emergency calls, this study highlights such…

Methodology · Statistics 2025-07-17 J. Martín-Pozuelo , A. López-Quílez , X. Barber , M. Marco

In this work we present a spatial approach to model and investigate mortality data referenced over a Lexis structure. We decompose the force of mortality into two interpretable components: a Markov random field, smooth with respect to time,…

Applications · Statistics 2018-10-23 Fabio Divino , Denekew Bitew Belay , Nico Keilman , Arnoldo Frigessi

The analysis of causal effects when the outcome of interest is possibly truncated by death has a long history in statistics and causal inference. The survivor average causal effect is commonly identified with more assumptions than those…

Methodology · Statistics 2020-03-24 Jaffer M. Zaidi , Eric J. Tchetgen Tchetgen , Tyler J. VanderWeele

Some populations, such as red blood cells (RBCs), exhibit a pattern of population decline that is closer to linear rather than exponential, which has proven to be unexpectedly challenging to describe with a single simple mathematical model.…

Populations and Evolution · Quantitative Biology 2020-04-14 Irina Kareva , Georgy Karev

The significance of mortality modeling extends across multiple research areas, ranging from life insurance valuation to optimal lifetime decision-making. Existing approaches, such as mortality laws and factor-based models, often fall short…

Applications · Statistics 2024-10-23 Xiaobai Zhu , Kenneth Q. Zhou , Zijia Wang