Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlo...
components of a system by susceptibility to failure. In this extended abstract, we present an ongoing project to rank the underground primary feeders of Consolidated Edison Company...
Philip Gross, Ansaf Salleb-Aouissi, Haimonti Dutta...
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 ...
In this paper, a new theoretical framework based on hidden Markov model (HMM) and independent component analysis (ICA) mixture model is presented for content analysis of video, nam...
As a software system evolves to accommodate new features and repair bugs, changes are needed. Software components are interdependent, changes made to one component can require cha...