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A fundamental problem in the practice and teaching of data science is how to evaluate the quality of a given data analysis, which is different than the evaluation of the science or question underlying the data analysis. Previously, we…
In this paper we provide an exhaustive survey of the current state of the mathematics of filtration enlargement and an interpretation of the key results of the literature from the viewpoint of mathematical finance. The emphasis is on…
Cities are systems with a large number of constituents and agents interacting with each other and can be considered as emblematic of complex systems. Modeling these systems is a real challenge and triggered the interest of many disciplines…
This article explores mathematical models for understanding the evolution of contagious diseases. The most widely known set of models are the compartmental ones, which are based on a set of differential equations. But these are not the only…
Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…
Without the ability to estimate and benchmark AI capability advancements, organizations are left to respond to each change reactively, impeding their ability to build viable mid and long-term strategies. This paper explores the recent…
Background: Overweight and obesity are an increasing phenomenon worldwide. Predicting future overweight or obesity early in the childhood reliably could enable a successful intervention by experts. While a lot of research has been done…
Genetic data are now routinely used to study the history of population size, subdivision, and gene flow. A variety of formal statistical methods is available for testing hypotheses and fitting models to data. Yet it is often unclear which…
Challenges due to the rapid urbanization of the world -- especially in emerging countries -- range from an increasing dependence on energy, to air pollution, socio-spatial inequalities, environmental and sustainability issues. Modelling the…
We present an overview of how certain computational tools currently interact with mathematical practice, and reflect on the implications for research mathematics in the short to medium term, as the field navigates the emerging age of AI and…
Data is a critical aspect of the world we live in. With systems producing and consuming vast amounts of data, it is essential for businesses to digitally transform and be equipped to derive the most value out of data. Data analytics…
We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or…
Estimating large covariance and precision matrices are fundamental in modern multivariate analysis. The problems arise from statistical analysis of large panel economics and finance data. The covariance matrix reveals marginal correlations…
We propose and study a system whose dynamics are governed by predictions of its future states. General formalism and concrete examples are presented. We find that the dynamical characteristics depend on both how to shape predictions as well…
This paper discusses approaches and environments for carrying out analytics on Clouds for Big Data applications. It revolves around four important areas of analytics and Big Data, namely (i) data management and supporting architectures;…
This paper surveys the recent advances in machine learning method for economic forecasting. The survey covers the following topics: nowcasting, textual data, panel and tensor data, high-dimensional Granger causality tests, time series…
This brief discusses evolutionary game theory as a powerful and unified mathematical tool to study evolution of collective behaviours. It summarises some of my recent research directions using evolutionary game theory methods, which include…
Pattern forming systems allow for a wealth of states, where wavelengths and orientation of patterns varies and defects disrupt patches of monocrystalline regions. Growth of patterns has long been recognized as a strong selection mechanism.…
Forecasting and optimisation are two major fields of operations research that are widely used in practice. These methods have contributed to each other growth in several ways. However, the nature of the relationship between these two fields…
The professional services industry (legal, accounting, consulting, architectural services{\ldots}) employs an important share of the active population in mature countries. However, after decades of undisputed growth, the sector appears to…