Previous research indicates that the human decision-making process is somewhat nonlinear and that nonlinear models would be more suitable than linear models for developing advance...
The estimation of linear causal models (also known as structural equation models) from data is a well-known problem which has received much attention in the past. Most previous wo...
Patrik O. Hoyer, Shohei Shimizu, Antti J. Kerminen
Although good encryption functions are probabilistic, most symbolic models do not capture this aspect explicitly. A typical solution, recently used to prove the soundness of such ...
Following the work of Hurvich, Shumway, and Tsai (1990), we propose an "improved" variant of the Akaike information criterion, AICi, for state-space model selection. The...
Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...