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Factor analysis or sometimes referred to as variable analysis has been extensively used in classification problems for identifying specific factors that are significant to particular classes. This type of analysis has been widely used in…

Machine Learning · Computer Science 2019-05-01 Nagdev Amruthnath , Tarun Gupta

This research article presents a methodical data-based approach to systematically identify key factors in safety-related failure scenarios, with a focus on complex product-environmental systems in the era of Industry 4.0. The study…

Software Engineering · Computer Science 2024-02-29 Tim Maurice Julitz , Nadine Schlüter , Manuel Löwer

Many agencies have adopted the FHWA-recommended systemic approach to traffic safety, an essential supplement to the traditional hotspot crash analysis which develops region-wide safety projects based on identified risk factors. However,…

Machine Learning · Computer Science 2024-11-05 Shriyan Reyya , Yao Cheng

For the assessment of machine perception for automated driving it is important to understand the influence of certain environment factors on the sensors used. Especially when investigating large amounts of real-world data to find and…

Signal Processing · Electrical Eng. & Systems 2021-05-04 Maike Scholtes , Lutz Eckstein

Financial event studies, ubiquitous in finance research, typically use linear factor models with known factors to estimate abnormal returns and identify causal effects of information events. This paper demonstrates that when factor models…

Econometrics · Economics 2025-11-20 Paul Goldsmith-Pinkham , Tianshu Lyu

Road accidents have significant economic and societal costs, with a small number of severe accidents accounting for a large portion of these costs. Predicting accident severity can help in the proactive approach to road safety by…

Machine Learning · Computer Science 2023-10-10 Adekunle Adefabi , Somtobe Olisah , Callistus Obunadike , Oluwatosin Oyetubo , Esther Taiwo , Edward Tella

Maritime transport is a pivotal logistics mode for the long-distance and bulk transportation of goods. However, the intricate planning involved in this mode is often hindered by uncertainties, including weather conditions, cargo diversity,…

Machine Learning · Computer Science 2024-09-24 Aniruddha Rajendra Rao , Haiyan Wang , Chetan Gupta

Inspired by widely-used techniques of causal modelling in risk, failure, and accident analysis, this work discusses a compositional framework for risk modelling. Risk models capture fragments of the space of risky events likely to occur…

Software Engineering · Computer Science 2025-03-21 Mario Gleirscher

Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…

Methodology · Statistics 2021-02-04 Lingyu He , Fei Huang , Jianjie Shi , Yanrong Yang

Estimating the covariance of asset returns, i.e., the risk model, is a key component of financial portfolio construction and evaluation. Most risk modeling approaches produce a factor model that decomposes the asset variability into two…

In risk management it is desirable to grasp the essential statistical features of a time series representing a risk factor. This tutorial aims to introduce a number of different stochastic processes that can help in grasping the essential…

Risk Management · Quantitative Finance 2008-12-23 Damiano Brigo , Antonio Dalessandro , Matthias Neugebauer , Fares Triki

In the field of conditional autonomous driving technology, driver perceived risk prediction plays a crucial role in reducing traffic risks and ensuring passenger safety. This study introduces an innovative perceived risk prediction model…

Human-Computer Interaction · Computer Science 2025-03-07 Chenhao Yang , Siwei Huang , Chuan Hu

Work zone safety is influenced by many risk factors. Consequently, a comprehensive knowledge of the risk factors identified from crash data analysis becomes critical in reducing risk levels and preventing severe crashes in work zones. This…

Computers and Society · Computer Science 2021-04-15 Huthaifa I Ashqar , Qadri H Shaheen , Suleiman A Ashur , Hesham A Rakha

Propose a deep learning driven multi factor investment model optimization method for risk control. By constructing a deep learning model based on Long Short Term Memory (LSTM) and combining it with a multi factor investment model, we…

Computational Finance · Quantitative Finance 2025-07-02 Ruisi Li , Xinhui Gu

Risk of suicide attempt varies over time. Understanding the importance of risk factors measured at a mental health visit can help clinicians evaluate future risk and provide appropriate care during the visit. In prediction settings where…

Different factors have effects on traffic crashes and crash-related injuries. These factors include segment characteristics, crash-level characteristics, occupant level characteristics, environment characteristics, and vehicle level…

Machine Learning · Computer Science 2023-01-06 Mehdi Moeinaddini , Mozhgan Pourmoradnasseri , Amnir Hadachi , Mario Cools

This paper introduces and studies factor risk measures. While risk measures only rely on the distribution of a loss random variable, in many cases risk needs to be measured relative to some major factors. In this paper, we introduce a…

Mathematical Finance · Quantitative Finance 2024-04-15 Hirbod Assa , Peng Liu

Income and risk coexist, yet investors are often so focused on chasing high returns that they overlook the potential risks that can lead to high losses. Therefore, risk forecasting and risk control is the cornerstone of investment. To…

Applications · Statistics 2023-11-14 Xinyuan Song

Road accidents significantly threaten public safety and require in-depth analysis for effective prevention and mitigation strategies. This paper focuses on predicting accidents through the examination of a comprehensive traffic dataset…

Computers and Society · Computer Science 2025-05-13 Dominic Parosh Yamarthi , Haripriya Raman , Shamsad Parvin

We present results for long term and intermediate term prediction algorithms applied to a simple mechanical model of a fault. We use long term prediction methods based, for example, on the distribution of repeat times between large events…

chao-dyn · Physics 2015-06-24 S. L. Pepke , J. M. Carlson , B. E. Shaw
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