A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...
Several methods to select variables that are subsequently used in discriminant analysis are proposed and analysed. The aim is to find from among a set of m variables a smaller sub...
The mixmod (mixture modeling) program fits mixture models to a given data set for the purposes of density estimation, clustering or discriminant analysis. A large variety of algor...
An approach to simultaneous document classification and word clustering is developed using a two-way mixture model of Poisson distributions. Each document is represented by a vect...
Standard hidden Markov models (HMM's) have been studied extensively in the last two decades. It is well known that these models assume state conditional independence of the ob...