Computational Statistics
Công bố khoa học tiêu biểu
* Dữ liệu chỉ mang tính chất tham khảo
Sắp xếp:
Portfolio Optimization Under Credit Risk
Computational Statistics - Tập 18 - Trang 317-338 - 2015
Based on the models of Hull & White (1990) for the pricing of non-defaultable bonds and Schmid & Zagst (2000) for the pricing of defaultable bonds we develop a framework for the optimal allocation of assets out of a universe of sovereign bonds with different time to maturity and quality of the issuer. We estimate the model parameters by applying Kaiman filtering methods as described in (Schmid & K......
Visualizing high density clusters in multidimensional data using optimized star coordinates
Computational Statistics - Tập 26 - Trang 655-678 - 2011
Multidimensional multivariate data have been studied in different areas for quite some time. Commonly, the analysis goal is not to look into individual records but to understand the distribution of the records at large and to find clusters of records that exhibit correlations between dimensions or variables. We propose a visualization method that operates on density rather than individual records.......
How to talk to strangers: ways to leverage connectivity between R, Java and Objective C
Computational Statistics - Tập 24 - Trang 303-311 - 2008
R has certain limitations either introduced by design or historically that are not easy to resolve directly. Among those are lack of support for multi-threading or graphical user interfaces. Often we can find a solution in another system or environment. In this paper we show several possibilities of talking between R and other environments and languages that allow the developer to leverage technol......
A genetic algorithm for designing microarray experiments
Computational Statistics - Tập 31 - Trang 409-424 - 2015
Heuristic techniques of optimization can be useful in designing complex experiments, such as microarray experiments. They have advantages over the traditional methods of optimization, particularly in situations where the search space is discrete. In this paper, a search procedure based on a genetic algorithm is proposed to find optimal (efficient) designs for both one- and multi-factor experiments......
Joint Bayesian longitudinal models for mixed outcome types and associated model selection techniques
Computational Statistics - - 2023
Dynamic Link Library for Statistical Analysis and Its Excel Interface
Computational Statistics - - 2002
Unsupervised learning on U.S. weather forecast performance
Computational Statistics - Tập 38 - Trang 1193-1213 - 2023
Nowadays, climate events and weather predictions have a huge impact on human activities. To understand the accuracy of weather prediction, we applied the functional principal component analysis (FPCA) method to investigate the main pattern of variance within the U.S. weather prediction error over a period of 3 years. We further grouped the states in the U.S. based on their similarity in weather fo......
Computational testing algorithmic procedure of assessment for lifetime performance index of Pareto products under progressive type I interval censoring
Computational Statistics - Tập 32 Số 2 - Trang 647-666 - 2017
Analysis of drowsy driving: exploring subpopulation risk with weighted contingency table tools
Computational Statistics - Tập 36 - Trang 1605-1620 - 2021
The incidence of driving accidents due to human error, and drowsy driving in particular, is an important topic in the field of public health research, and might be considered preventable. Our study investigates the 606 police-reported drowsy driving accidents in 2013 as recorded in the NASS General Estimates System from the NHTSA. This study seeks to examine how the prevalence of drowsy driving in......
Tổng số: 1,140
- 1
- 2
- 3
- 4
- 5
- 6
- 10