Related papers: Information Coefficient as a Performance Measure o…
For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little…
Independent component analysis (ICA) estimates a demixing matrix that can recover statistically independent sources from linear mixtures. FastICA is a popular ICA algorithm due to its efficiency, but its performance strongly depends on a…
We introduce the QIC-Index, a novel metric to address the failure of publication-centric metrics to value research data sharing. The QIC-Index quantifies the impact of individual data objects by calculating a score based on their Quality…
IT Governance systems are increasingly required to keep todays organizations functioning. IT Governance requires a holistic system of interacting components, including processes, organizational structures, information, and others.…
Data quality is a key element for building and optimizing good learning models. Despite many attempts to characterize data quality, there is still a need for rigorous formalization and an efficient measure of the quality from available…
Indicators of Compromise (IOCs), such as IP addresses, file hashes, and domain names associated with known malware or attacks, are cornerstones of cybersecurity, serving to identify malicious activity on a network. In this work, we leverage…
Sharpe ratio (sometimes also referred to as information ratio) is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the (excess) net return over the strategy standard deviation.…
This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices…
Integrative Complexity (IC) is a psychometric that measures the ability of a person to recognize multiple perspectives and connect them, thus identifying paths for conflict resolution. IC has been linked to a wide variety of political,…
Determining how much of the sensory information carried by a neural code contributes to behavioral performance is key to understand sensory function and neural information flow. However, there are as yet no analytical tools to compute this…
Alpha-based performance evaluation may fail to capture correlated residuals due to model errors. This paper proposes using the Generalized Information Ratio (GIR) to measure performance under misspecified benchmarks. Motivated by the…
The article discusses the approach for evaluating the innovation index of the products and technologies. The evaluation results can be used to create a warehouse of the object descriptions with significant innovation potential. The model of…
The area of research includes control theory, dynamic systems, parameters of the external environment, mode, integral indicators, British standards. The main idea of the article is information security. The activity of a large-scale object…
We study the informational efficiency of a market with a single traded asset. The price initially differs from the fundamental value, about which the agents have noisy private information (which is, on average, correct). A fraction of…
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…
Quantifying the "capability" of a manufacturing process is an important initial step in any quality improvement program. Capability is usually defined in dictionaries as "the ability to carry out a task, to achieve an objective". Process…
Consider two sets of entities and their members' mutual affinity values, say drug-target affinities (DTA). Drugs and targets are said to interact in their effects on DTAs if drug's effect on it depends on the target. Presence of interaction…
Information criteria, such as Akaike's information criterion and Bayesian information criterion are often applied in model selection. However, their asymptotic behaviors for selecting geostatistical regression models have not been well…
Today, intelligent user interfaces on the web often come in form of recommendation services tailoring content to individual users. Recommendation of web content such as news articles often requires a certain amount of explicit ratings to…
A joint design of both sensing and communication can lead to substantial enhancement for both subsystems in terms of size, cost as well as spectrum and hardware efficiency. In the last decade, integrated sensing and communications (ISAC)…