This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
Abstract. Microshrinkages are known as probably the most difficult defects to avoid in high-precision foundry. The presence of this failure renders the casting invalid, with the su...
Igor Santos, Javier Nieves, Yoseba K. Penya, Pablo...
—In this paper we present an Information Theoretic Estimator for the number of sources mutually disjoint in a linear mixing model. The approach follows the Minimum Description Le...
Credit scoring is a method of modelling potential risk of credit applications. Traditionally, logistic regression, linear regression and discriminant analysis are the most popular...
The use of random fields, which allows one to take into account the spatial interaction among random variables in complex systems, is a frequent tool in numerous problems of stati...