Related papers: Reliability of Ideal Indexes
This article is an extension of the work of one of us (Coopersmith, 2011) in deriving the relationship between certain interest rates and the inflation rate of a two component economic system. We use the well-known Fisher relation between…
In this paper, we study the problem of designing proxies (or portfolios) for various stock market indices based on historical data. We use four different methods for computing market indices, all of which are formulas used in actual stock…
The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can…
Although machine learning approaches have been widely used in the field of finance, to very successful degrees, these approaches remain bespoke to specific investigations and opaque in terms of explainability, comparability, and…
We introduce a method---called Fisher exact scanning (FES)---for testing and identifying variable dependency that generalizes Fisher's exact test on $2\times 2$ contingency tables to $R\times C$ contingency tables and continuous sample…
Although there is growing interest in measuring integrated information in computational and cognitive systems, current methods for doing so in practice are computationally unfeasible. Existing and novel integration measures are investigated…
The optimal quantum measurements for estimating individual parameters might be incompatible with each other so that they cannot be jointly performed. The tradeoff between the estimation precision for different parameters can be…
The Fisher market equilibrium for private goods and the Lindahl equilibrium for public goods are classic and fundamental solution concepts for market equilibria. While Fisher market equilibria have been well-studied, the theoretical…
The spiked Fisher matrix is a significant topic for two-sample problems in multivariate statistical inference. This paper is dedicated to testing the number of spikes in a high-dimensional generalized spiked Fisher matrix that relaxes the…
Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a…
Quantum Fisher information, as an intrinsic quantity for quantum states, is a central concept in quantum detection and estimation. When quantum measurements are performed on quantum states, classical probability distributions arise, which…
Given a high-dimensional data set we often wish to find the strongest relationships within it. A common strategy is to evaluate a measure of dependence on every variable pair and retain the highest-scoring pairs for follow-up. This strategy…
We study statistical parameter estimation in the setting of data markets. A buyer seeks to estimate a parameter based on samples that can be purchased from competing providers that differ in their data quality and provision costs. When…
A measure of dependence is said to be equitable if it gives similar scores to equally noisy relationships of different types. Equitability is important in data exploration when the goal is to identify a relatively small set of strongest…
Differential privacy is increasingly formalized through the lens of hypothesis testing via the robust and interpretable $f$-DP framework, where privacy guarantees are encoded by a baseline Blackwell trade-off function $f_{\infty} =…
Recent strides in economic complexity have shown that the future economic development of nations can be predicted with a single "economic fitness" variable, which captures countries' competitiveness in international trade. The predictions…
Because high-quality data is like oxygen for AI systems, effectively eliciting information from crowdsourcing workers has become a first-order problem for developing high-performance machine learning algorithms. Two prevalent paradigms,…
This paper takes a fresh look at the economic theory that is motivation for pricing models, such as critical peak pricing (CPP), or surge pricing, and the demand response models advocated by policy makers and in the power systems…
Mutual information in three (or more) dimensions can be considered as a Triple-Helix indicator of synergy in university-industry-government relations. An open-source routine th4.exe makes the computation of this indicator interactively…
Fisher's Method of Maximum Likelihood is shown to be a procedure for the construction of likelihood intervals or regions, instead of a procedure of point estimation. Based on Fisher's articles and books it is justified that by estimation…