相关论文: Ordinal Classification Method for the Evaluation O…

This paper introduces a Decision Tree Learner as an early warning system for classification of the non-life insurance companies according to their financial solid as strong, moderate, weak, or insolvency. In this study, we ran several…

Identifying frail older adults in an ageing population is essential for improving healthcare services. This study proposes a composite indicator to assess individual frailty levels using administrative healthcare data. Given the complex and…

An approach to stabilization of control systems with ultimately wide ranges of uncertainly disturbed parameters is offered. The method relies on using of nonlinear structurally stable functions from catastrophe theory as controllers.…

Algorithmic systems make decisions that have a great impact in our lives. As our dependency on them is growing so does the need for transparency and holding them accountable. This paper presents a model for evaluating how transparent these…

The regulatory approval and broad clinical deployment of medical AI have been hampered by the perception that deep learning models fail in unpredictable and possibly catastrophic ways. A lack of statistically rigorous uncertainty…

A resilient state estimation scheme for uniformly observable nonlinear systems, based on a method for local identification of sensor attacks, is presented. The estimation problem is combinatorial in nature, and so many methods require…

The recent financial crisis have generated renewed interests in fragilities of global financial networks among economists and regulatory authorities. In particular, a potential vulnerability of the financial networks is the "financial…

Ordinal data is widely prevalent in clinical and other domains, yet there is a lack of both modern, machine-learning based methods and publicly available software to address it. In this paper, we present a model-agnostic method of ordinal…

Bankruptcy is a legal procedure that claims a person or organization as a debtor. It is essential to ascertain the risk of bankruptcy at initial stages to prevent financial losses. In this perspective, different soft computing techniques…

The rich non-linear dynamics of the coupled oscillators (under second harmonic injection) can be leveraged to solve computationally hard problems in combinatorial optimization such as finding the ground state of the Ising Hamiltonian. While…

Accurate modeling of operational risk is important for a bank and the finance industry as a whole to prepare for potentially catastrophic losses. One approach to modeling operational is the loss distribution approach, which requires a bank…

Algorithms are increasingly common components of high-impact decision-making, and a growing body of literature on adversarial examples in laboratory settings indicates that standard machine learning models are not robust. This suggests that…

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

In this paper we propose a general framework for modeling an insurance liability cash flow in continuous time, by generalizing the reduced-form framework for credit risk and life insurance. In particular, we assume a nontrivial dependence…

We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…

Ordinal classification problems, where labels exhibit a natural order, are prevalent in high-stakes fields such as medicine and finance. Accurate uncertainty quantification, including the decomposition into aleatoric (inherent variability)…

Many financial and economic variables, including financial returns, exhibit nonlinear dependence, heterogeneity and heavy-tailedness. These properties may make problematic the analysis of (non-)efficiency and volatility clustering in…

Most classification methods provide either a prediction of class membership or an assessment of class membership probability. In the case of two-group classification the predicted probability can be described as "risk" of belonging to a…

The utilisation of Deep Learning (DL) is advancing into increasingly more sophisticated applications. While it shows great potential to provide transformational capabilities, DL also raises new challenges regarding its reliability in…

The recent financial crisis has sharply revealed that current understanding of the global financial system is more than limited. In the recovery plan the confidence in the underlying theory is crucial. To address the problem we propose the…