Related papers: A new approach to the logistic function with some …
The existence of asymmetric information has always been a major concern for financial institutions. Financial intermediaries such as commercial banks need to study the quality of potential borrowers in order to make their decision on…
We propose an alternative to $k$-nearest neighbors for functional data whereby the approximating neighboring curves are piecewise functions built from a functional sample. Using a locally defined distance function that satisfies…
This paper studies the class of logarithmically completely monotonic (LCM) functions. These functions play an important role in characterising externally positive linear systems which find applications in important control problems such as…
Recently, a number of statistical problems have found an unexpected solution by inspecting them through a "modal point of view". These include classical tasks such as clustering or regression. This has led to a renewed interest in…
This paper is devoted to the study of directional minimal time functions that specify the minimal time for a vector to reach an object following its given direction. We provide a careful analysis of general and generalized differentiation…
A new approach is presented to describe the change in the statistics of the log return distribution of financial data as a function of the timescale. To this purpose a measure is introduced, which quantifies the distance of a considered…
Improved communication systems, shrinking battery sizes and the price drop of tracking devices have led to an increasing availability of trajectory tracking data. These data are often analyzed to understand animal behavior. In this work, we…
Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
We present a systematic, trend-following strategy, applied to commodity futures markets, that combines univariate trend indicators with cross-sectional trend indicators that capture so-called {\em momentum spillover}, which can occur when…
Functional lifting methods provide a tool for approximating solutions of difficult non-convex problems by embedding them into a larger space. In this work, we investigate a mathematically rigorous formulation based on embedding into the…
The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…
We examine a new form of smooth approximation to the zero one loss in which learning is performed using a reformulation of the widely used logistic function. Our approach is based on using the posterior mean of a novel generalized…
We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula for the process in terms of any single…
Continuum Approximation (CA) is an efficient and parsimonious technique for modeling complex logistics problems. In this paper,we review recent studies that develop CA models for transportation, distribution and logistics problems with the…
The beta distribution serves as a canonical tool for modeling probabilities in statistics and machine learning. However, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent…
This paper presents a new nested production function that is specifically designed for analyzing capital and labor intensity of manufacturing industries in developing and developed regions. The paper provides a rigorous theoretical…
Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…
A new characterization for power function distributions is obtained which is based on products of order statistics. This result may be considered as a generalization of some recent results for contractions. We note that in this new result…
In several environmental applications data are functions of time, essentially con- tinuous, observed and recorded discretely, and spatially correlated. Most of the methods for analyzing such data are extensions of spatial statistical tools…