We propose a new functional framework for modeling, querying and reasoning about OLAP databases. The framework represents data (data cubes and dimensional hierarchies) and queryin...
The central concern of terminology, a component of the general documentation process, is concept analysis, an activity which is becoming recognized as fundamental as term banks evo...
This paper proposes a conditional technique for the estimation of VaR and expected shortfall measures based on the skewed generalized t (SGT) distribution. The estimation of the co...
Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously diffic...
The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical c...