In the past independent IT security evaluation according to published criteria has not realized its potential for the assessment of privacy enhancing technologies (PETs). Main rea...
Historical data suggest that returns of stocks and indices are not distributed independent and identically Normal, as is commonly assumed. Instead, returns of financial assets are...
The aim of blind source separation (BSS) is to transform a mixed random vector such that the original sources are recovered. If the sources are assumed to be statistically independ...
We present a two-stage algorithm to perform blind source separation of sources organized in subspaces, where sources in different subspaces have zero phase synchrony and sources in...
This paper reviews a class of methods to perform causal inference in the framework of a structural vector autoregressive model. We consider three different settings. In the first ...