Related papers: Reliability of Ideal Indexes
We consider regression models involving multilayer perceptrons (MLP) with one hidden layer and a Gaussian noise. The estimation of the parameters of the MLP can be done by maximizing the likelihood of the model. In this framework, it is…
The importance of the quantum Fisher information metric is testified by the number of applications that this has in very different fields, ranging from hypothesis testing to metrology, passing through thermodynamics. Still, from the rich…
Approximations of loopy belief propagation, including expectation propagation and approximate message passing, have attracted considerable attention for probabilistic inference problems. This paper proposes and analyzes a generalization of…
Peer-prediction is a (meta-)mechanism which, given any proper scoring rule, produces a mechanism to elicit privately-held, non-verifiable information from self-interested agents. Formally, truth-telling is a strict Nash equilibrium of the…
The critical indices \alpha', \beta, \gamma' and \delta of the Quark Gluon Bags with Surface Tension Model with the tricritical endpoint are calculated as functions of the usual parameters of this model and two newly introduces parameters…
Recently, Thas et al. (2012) introduced a new statistical model for the probability index. This index is defined as $P(Y \leq Y^*|X, X^*)$ where Y and Y* are independent random response variables associated with covariates X and X* [...]…
This paper uses predictive densities obtained via mixed causal-noncausal autoregressive models to evaluate the statistical sustainability of Brazilian inflation targeting system with the tolerance bounds. The probabilities give an…
In this paper peer review reliability is investigated based on peer ratings of research teams at two Belgian universities. It is found that outcomes can be substantially influenced by the different ways in which experts attribute ratings.…
This paper proposes an extension to conventional regression Neural Networks (NNs) for replacing the point predictions they produce with prediction intervals that satisfy a required level of confidence. Our approach follows a novel machine…
We consider a problem of analyzing a global property of private data through randomized responses subject to a certain rule, where private data are used for another cryptographic protocol, e.g., authentication. For this problem, the…
Being based on Web technologies, Linked Data is distributed and decentralised in its nature. Hence, for the purpose of finding relevant Linked Data on the Web, search indices play an important role. Also for avoiding network communication…
The global balance index is used in the network literature to quantify how balanced a signed network is. In this paper we show that the global balance index of financial correlation networks can be used as a systemic risk measure. We define…
While Indices, Index tracking funds and ETFs have grown in popularity during then last ten years, there are many structural problems inherent in Index calculation methodologies and the legal/economic structure of ETFs. These problems raise…
In recent years, the use of databases that analyze trends, sentiments or news to make economic projections or create indicators has gained significant popularity, particularly with the Google Trends platform. This article explores the…
In the year 2005 Jorge Hirsch introduced the h index for quantifying the research output of scientists. Today, the h index is a widely accepted indicator of research performance. The h index has been criticized for its insufficient…
A novel approach to price indices, leading to an innovative solution in both a multi-period or a multilateral framework, is presented. The index turns out to be the generalized least squares solution of a regression model linking values and…
To simultaneously overcome the limitation of the Gini index in that it is less sensitive to inequality at the tails of income distribution and the limitation of the inter-decile ratios that ignore inequality in the middle of income…
For classification of the high frequency trading quantities, waiting times, price increments within and between sessions are referred to as the a-, b-, and c-increments. Statistics of the a-b-c-increments are computed for the Time & Sales…
In contingency table analysis, one is interested in testing whether a model of interest (e.g., the independent or symmetry model) holds using goodness-of-fit tests. When the null hypothesis where the model is true is rejected, the interest…
We present a simple method for predicting the distribution of output growth and inflation in the G7 economies. The method is based on point forecasts published by the International Monetary Fund (IMF), as well as robust statistics from the…