Journal: Computational Statistics

Found 8 papers in total
Generalized maximum entropy estimation of dynamic programming models with sample selection bias
Generalized maximum entropy estimation of dynamic programming models with sample selection bias
2003,
In this study, an alternative estimation strategy is suggested, which requires the...
Detecting periods in which a time series model fails to predict the observed volatility
Detecting periods in which a time series model fails to predict the observed volatility
2003,
The cumulative sums of squares (CUSUMSQ) provide a means for detecting change points...
Portfolio optimization under credit risk
Portfolio optimization under credit risk
2003,
Based on the models of Hull & White for the pricing of non-defaultable bonds and...
Partitioning algorithms and combined model integration for data mining
Partitioning algorithms and combined model integration for data mining
2001,
In this paper a data-driven procedure is introduced enabling to extract information...
Bump hunting for risk: A new data mining tool and its applications
Bump hunting for risk: A new data mining tool and its applications
2001,
Bump Hunting is a new data mining technique. In this paper we explore its potential...
Statistical pruning of discovered association rules
Statistical pruning of discovered association rules
2001,
Nowadays mining association rules in a database is a quite simple task; many...
Data visualization through graph drawing
Data visualization through graph drawing
2001,
In this paper the problem of visualizing categorical multivariate data sets is...
Neural network model selection for financial time series prediction
Neural network model selection for financial time series prediction
2001,
Can neural network model selection by guided by statistical procedures such as...
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