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In data clustering, it is often desirable to find not just a single partition into clusters but a sequence of partitions that describes the data at different scales (or levels of coarseness). A natural problem then is to analyse and compare…
Large-scale portfolio choice is highly sensitive to estimation error, making the preliminary asset selection essential in empirical implementation. Existing selection rules typically rely on scalar returns or low dimensional high frequency…
We study the informational content of factor structures in discrete triangular systems. Factor structures have been employed in a variety of settings in cross sectional and panel data models, and in this paper we formally quantify their…
Datasets of real-world applications are characterized by entities of different types, which are defined by multiple features and connected via varied types of relationships. A critical challenge for these datasets is developing models and…
Decision-making in complex systems often relies on machine learning models, yet highly accurate models such as XGBoost and neural networks can obscure the reasoning behind their predictions. In operations research applications,…
Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…
The principle of similarity, or homophily, is often used to explain patterns observed in complex networks such as transitivity and the abundance of triangles (3-cycles). However, many phenomena from division of labor to protein-protein…
It is becoming increasingly appreciated that the signal transduction systems used by eukaryotic cells to achieve a variety of essential responses represent highly complex networks rather than simple linear pathways. While significant effort…
The most important factors which contribute to the efficiency of game-theoretical algorithms are time and game complexity. In this study, we have offered an elegant method to deal with high complexity of game theoretic multi-objective…
In a sequential decision-making problem, the information structure is the description of how events in the system occurring at different points in time affect each other. Classical models of reinforcement learning (e.g., MDPs, POMDPs)…
Researchers often have to deal with heterogeneous population with mixed regression relationships, increasingly so in the era of data explosion. In such problems, when there are many candidate predictors, it is not only of interest to…
Technology and collaboration enable dramatic increases in the size of psychological and psychiatric data collections, but finding structure in these large data sets with many collected variables is challenging. Decision tree ensembles like…
The complexity of condensed matter arises from emergent behaviors that cannot be understood by analyzing individual constituents in isolation. While traditional condensed-matter approaches-developed primarily for ideal crystalline…
The ongoing transition from a linear (produce-use-dispose) to a circular economy poses significant challenges to current state-of-the-art information and communication technologies. In particular, the derivation of integrated, high-level…
Understanding associations between paired high-dimensional longitudinal datasets is a fundamental yet challenging problem that arises across scientific domains, including longitudinal multi-omic studies. The difficulty stems from the…
Complex Systems were identified and studied in different fields, such as physics, biology, and economics. These systems exhibit exciting properties such as self-organization, robust order, and emergence. In recent years, software systems…
In the past decade, cities have experienced rapid growth, expansion, and changes in their community structure. Many aspects of critical urban infrastructure are closely coupled with the human communities that they serve. Urban communities…
A fundamental trade-off between effectiveness and efficiency needs to be balanced when designing an online question answering system. Effectiveness comes from sophisticated functions such as extractive machine reading comprehension (MRC),…
Recommender systems is set up to address the issue of information overload in traditional information retrieval systems, which is focused on recommending information that is of most interest to users from massive information. Generally,…
Functional protein-protein interactions are crucial in most cellular processes. They enable multi-protein complexes to assemble and to remain stable, and they allow signal transduction in various pathways. Functional interactions between…