Real stochastic processes operating in continuous time can be modeled by sets of stochastic differential equations. On the other hand, several popular model families, including hi...
In this paper, a pattern-based stock data mining approach which transforms the numeric stock data to symbolic sequences, carries out sequential and non-sequential association analy...
Functional magnetic resonance imaging (fMRI) is a popular tool for studying brain activity due to its non-invasiveness. Conventionally an expected response needs to be available f...
Sarah Lee, Fernando Zelaya, Yohan Samarasinghe, St...
Abstract. This paper presents a method for regulatory network reconstruction from experimental data. We propose a mathematical model for regulatory interactions, based on the work ...
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...