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Improving students academic performance is not an easy task for the academic community of higher learning. The academic performance of engineering and science students during their first year at university is a turning point in their…
In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…
The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonly used to indicate the level of similarity in the price…
Markov Decision Processes (MDPs) are an effective way to formally describe many Machine Learning problems. In fact, recently MDPs have also emerged as a powerful framework to model financial trading tasks. For example, financial MDPs can…
Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…
An annual well-being index constructed from thirteen socioeconomic factors is proposed in order to dynamically measure the mood of the US citizenry. Econometric models are fitted to the log-returns of the index in order to quantify its tail…
Many studies in educational data mining address specific learner groups, such as first-in-family to attend Higher Education, or focus on differences in characteristics such as gender or ethnicity, with the aim of predicting performance and…
This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange rates, to study their…
Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then…
In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional…
When fitting a multi-parameter model to a data set, computer algorithms may suggest that a range of parameters provide equally reasonable fits, making the parameter estimation difficult. Here, we prove this fact for an SIR model. We say a…
"Anarchy" is the hypothesis that there is no fundamental distinction among the three flavors of neutrinos. It describes the mixing angles as random variables, drawn from well defined probability distributions dictated by the group Haar…
We describe computationally efficient methods for learning mixtures in which each component is a directed acyclic graphical model (mixtures of DAGs or MDAGs). We argue that simple search-and-score algorithms are infeasible for a variety of…
This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…
In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large…
Existing statistical approaches to natural language problems are very coarse approximations to the true complexity of language processing. As such, no single technique will be best for all problem instances. Many researchers are examining…
This paper presents an innovative online portfolio selection model, situated within a meta-learning framework, that leverages a mixture policies strategy. The core idea is to simulate a fund that employs multiple fund managers, each skilled…
It is shown that under certain circumstances in particular for small datasets the recently proposed citation impact indicators I3(6PR) and R(6,k) behave inconsistently when additional papers or citations are taken into consideration. Three…
We introduce a new measure for the capital market efficiency. The measure takes into consideration the correlation structure of the returns (long-term and short-term memory) and local herding behavior (fractal dimension). The efficiency…
Fitting mixture distributions is needed in applications where data belongs to inhomogeneous populations comprising homogeneous sub-populations. The mixing proportions of the sub populations are in general unknown and need to be estimated as…