Tue, 16 April 2019
  • Page
  • of
  • 1
Preprint ARTICLE Download: 8| View: 89| Comments: 0
Subject: Mathematics & Computer Science, Probability and Statistics; risk measure; value at risk; tail conditional expectation; expected shortfall; bank capital; Basel accords
Online: 16 April 2019 (10:48:48 CEST)
Show abstract| Download PDF| Share
Thu, 7 March 2019
Preprint ARTICLE Download: 42| View: 184| Comments: 0 | doi:10.20944/preprints201812.0209.v2
Subject: Mathematics & Computer Science, Probability and Statistics; neural population coding; mutual information; Kullback-Leibler divergence; Rényi divergence; Chernoff divergence; approximation; discrete variables
Online: 7 March 2019 (07:36:24 CET)
Show abstract| Download PDF| Share
Wed, 6 March 2019
Preprint ARTICLE Download: 54| View: 212| Comments: 0 | doi:10.20944/preprints201903.0071.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Returns, Stocks, Guaranty Trust (GT) Bank, Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Persistence, Half-life, Volatility, Backtesting
Online: 6 March 2019 (10:40:29 CET)
Show abstract| Download PDF| Share
Mon, 4 March 2019
Preprint ARTICLE Download: 54| View: 111| Comments: 0 | doi:10.20944/preprints201903.0025.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Bayes estimator, Bregman divergence, Density ratio, Exponential family, Log--Huber loss.
Online: 4 March 2019 (09:43:12 CET)
Show abstract| Download PDF| Share
Wed, 27 February 2019
Preprint ARTICLE Download: 63| View: 126| Comments: 0 | doi:10.20944/preprints201902.0246.v1
Subject: Mathematics & Computer Science, Probability and Statistics; approximate Bayesian inference; active inference; PID control; generalised state-space models; sensorimotor loops; information theory; control theory
Online: 27 February 2019 (05:00:10 CET)
Show abstract| Download PDF| Share
Mon, 11 February 2019
Preprint ARTICLE Download: 57| View: 343| Comments: 0 | doi:10.20944/preprints201902.0089.v3
Subject: Mathematics & Computer Science, Probability and Statistics; Digital image processing, color image, grayscale image, histogram equalization, histogram specification, image enhancement, RGB channel
Online: 11 February 2019 (10:42:57 CET)
Show abstract| Download PDF| Share
Tue, 5 February 2019
Preprint ARTICLE Download: 43| View: 675| Comments: 0 | doi:10.20944/preprints201811.0566.v2
Subject: Mathematics & Computer Science, Probability and Statistics; Color image, grayscale image, motion blurring, random noise, inverse filtering, Wiener filtering, restoration of an image
Online: 5 February 2019 (16:13:14 CET)
Show abstract| Download PDF| Share
Mon, 4 February 2019
Preprint ARTICLE Download: 71| View: 645| Comments: 0 | doi:10.20944/preprints201902.0039.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Volatility; Stocks; Persistence; Exchange Rate, Inflation Rate; Financial Time Series; Generalized Autoregressive Conditional Heteroscedasticity (GARCH); Multivariate GARCH (MGARCH)
Online: 4 February 2019 (14:56:07 CET)
Show abstract| Download PDF| Share
Thu, 31 January 2019
Preprint ARTICLE Download: 44| View: 379| Comments: 0 | doi:10.20944/preprints201901.0326.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Law of Large Numbers; weak or Kolmogorov mean; Abel's Theorem; mollifiers; summation methods; stable distributions
Online: 31 January 2019 (10:58:52 CET)
Show abstract| Download PDF| Share
Tue, 29 January 2019
Preprint ARTICLE Download: 48| View: 320| Comments: 0 | doi:10.20944/preprints201901.0289.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Exchange rate, Inflation rate; Gross Domestic Product, Broad Money, Monetary Policy, ARDL Cointegration
Online: 29 January 2019 (09:28:19 CET)
Mon, 21 January 2019
Preprint ARTICLE Download: 70| View: 404| Comments: 0 | doi:10.20944/preprints201901.0204.v1
Subject: Mathematics & Computer Science, Probability and Statistics; gross domestic product (GDP); lending rates; savings; loans and advances; ARDL
Online: 21 January 2019 (10:02:52 CET)
Show abstract| Download PDF| Share
Preprint ARTICLE Download: 79| View: 353| Comments: 0 | doi:10.20944/preprints201901.0202.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Concentration Inequality, Empirical Bernstein Bound, Strati ed Random Sampling, Shapley Value Approximation
Online: 21 January 2019 (09:21:28 CET)
Show abstract| Download PDF| Share
Mon, 17 December 2018
Preprint ARTICLE Download: 30| View: 131| Comments: 0 | doi:10.20944/preprints201812.0201.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Bayesian Vector Autoregression (BVAR), Modeling, Forecasting, Gross Domestic Product (GDP), Economic Growth, Revenue, Oil sector, Non-oil Sector
Online: 17 December 2018 (15:56:09 CET)
Show abstract| Download PDF| Share
Thu, 13 December 2018
Preprint ARTICLE Download: 31| View: 140| Comments: 0 | doi:10.20944/preprints201812.0166.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Risk, Security, Linear programming, Nasarawa Eggon and CSRA
Online: 13 December 2018 (09:45:41 CET)
Show abstract| Download PDF| Share
Wed, 12 December 2018
Preprint ARTICLE Download: 69| View: 177| Comments: 0 | doi:10.20944/preprints201812.0143.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Determinants, Unemployment Rate, OLS, FMOLS, ECM
Online: 12 December 2018 (11:44:03 CET)
Show abstract| Download PDF| Share
Tue, 4 December 2018
Preprint ARTICLE Download: 68| View: 174| Comments: 0 | doi:10.20944/preprints201812.0043.v1
Subject: Mathematics & Computer Science, Probability and Statistics; volatility; returns; stocks; total petroleum; akaike information criterion (AIC), GARCH; value-at-risk (VaR), backtesting
Online: 4 December 2018 (03:16:48 CET)
Show abstract| Download PDF| Share
Fri, 23 November 2018
Preprint ARTICLE Download: 109| View: 202| Comments: 0 | doi:10.20944/preprints201811.0565.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Digital image processing, color image, grayscale image, histogram equalization, histogram specification, image enhancement, RGB channel
Online: 23 November 2018 (14:17:13 CET)
Show abstract| Download PDF| Share
Thu, 22 November 2018
Preprint ARTICLE Download: 34| View: 121| Comments: 0 | doi:10.20944/preprints201811.0552.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Additive Outliers, Models, Simulation, Time Series length, R Software
Online: 22 November 2018 (14:56:57 CET)
Show abstract| Download PDF| Share
Tue, 20 November 2018
Preprint ARTICLE Download: 25| View: 71| Comments: 0 | doi:10.20944/preprints201811.0490.v1
Subject: Mathematics & Computer Science, Probability and Statistics; forecasting; time series; vector autoregression (VAR), bayesian VAR; collinearity and autocorrelation
Online: 20 November 2018 (09:03:49 CET)
Show abstract| Download PDF| Share
Fri, 16 November 2018
Preprint ARTICLE Download: 42| View: 69| Comments: 0 | doi:10.20944/preprints201811.0381.v1
Subject: Mathematics & Computer Science, Probability and Statistics; financial time series; autocorrelation; models; GARCH; RMSE; MAE
Online: 16 November 2018 (07:11:22 CET)
Show abstract| Download PDF| Share
Thu, 8 November 2018
Preprint ARTICLE Download: 82| View: 65| Comments: 0 | doi:10.20944/preprints201811.0197.v1
Subject: Mathematics & Computer Science, Probability and Statistics; KullbackLeibler;OverlapCoefficients;NormalDensity.
Online: 8 November 2018 (10:07:22 CET)
Show abstract| Download PDF| Share
Mon, 5 November 2018
Preprint ARTICLE Download: 46| View: 120| Comments: 0 | doi:10.20944/preprints201811.0106.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Health Informatics; Clinical Decision Making; Seasonal Variations; Admission Diagnosis; Health Outcomes; Visualization
Online: 5 November 2018 (10:57:48 CET)
Show abstract| Download PDF| Share
Fri, 2 November 2018
Preprint ARTICLE Download: 37| View: 72| Comments: 0 | doi:10.20944/preprints201811.0070.v1
Subject: Mathematics & Computer Science, Probability and Statistics; coherence, monetary utility, insurance benefit, benefit sharing
Online: 2 November 2018 (15:13:14 CET)
Show abstract| Download PDF| Share
Mon, 15 October 2018
Preprint ARTICLE Download: 53| View: 46| Comments: 0 | doi:10.20944/preprints201810.0302.v1
Subject: Mathematics & Computer Science, Probability and Statistics; VAR; MLE; Bayesian
Online: 15 October 2018 (11:09:48 CEST)
Show abstract| Download PDF| Share
Sat, 29 September 2018
Preprint ARTICLE Download: 101| View: 125| Comments: 0 | doi:10.20944/preprints201809.0588.v1
Subject: Mathematics & Computer Science, Probability and Statistics; non-mixture model; Fréchet distribution; right censored survival data; maximum likelihood method
Online: 29 September 2018 (07:55:08 CEST)
Show abstract| Download PDF| Share
Fri, 28 September 2018
Preprint ARTICLE Download: 56| View: 92| Comments: 0 | doi:10.20944/preprints201809.0035.v2
Subject: Mathematics & Computer Science, Probability and Statistics; conditional independence; entropy function; functional dependence; lattice; non-Shannon inequality; polymatroid function; subgroup
Online: 28 September 2018 (12:56:55 CEST)
Show abstract| Download PDF| Share
Thu, 27 September 2018
Preprint TECHNICAL NOTE Download: 305| View: 83| Comments: 0 | doi:10.20944/preprints201809.0539.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Non-normality, Classical Linear Regression Model, Modified Maximum Likelihood Estimation.
Online: 27 September 2018 (10:04:26 CEST)
Show abstract| Download PDF| Share
Thu, 23 August 2018
Preprint ARTICLE Download: 84| View: 147| Comments: 0 | doi:10.20944/preprints201807.0145.v2
Subject: Mathematics & Computer Science, Probability and Statistics; Rényi entropy; entropy power inequalities; transportation arguments; normal distributions; escort distributions; log-concave distributions
Online: 23 August 2018 (04:24:58 CEST)
Show abstract| Download PDF| Share
Mon, 20 August 2018
Preprint ARTICLE Download: 124| View: 129| Comments: 0 | doi:10.20944/preprints201808.0356.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Bayesian, Beta Kumaraswamy-G, Burr Type X, Kumaraswamy-G, quantile function, maximum likelihood estimation, inverse CDF method of simulation.
Online: 20 August 2018 (12:45:31 CEST)
Show abstract| Download PDF| Share
Fri, 17 August 2018
Preprint ARTICLE Download: 186| View: 168| Comments: 0 | doi:10.20944/preprints201808.0304.v1
Subject: Mathematics & Computer Science, Probability and Statistics; bayesian; beta Kumaraswamy-G; burr type X; Kumaraswamy-G; quantile function; maximum likelihood estimation; inverse CDF method of simulation
Online: 17 August 2018 (12:09:05 CEST)
Show abstract| Download PDF| Share
Mon, 6 August 2018
Preprint ARTICLE Download: 211| View: 138| Comments: 0 | doi:10.20944/preprints201808.0118.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Archimedean Copula; Elliptical Copula; Multivariate Distribution; Hydrology
Online: 6 August 2018 (11:39:25 CEST)
Show abstract| Download PDF| Share
Sun, 5 August 2018
Preprint ARTICLE Download: 138| View: 111| Comments: 0 | doi:10.20944/preprints201808.0091.v1
Subject: Mathematics & Computer Science, Probability and Statistics; p-value; histogram; inference; diagnostic
Online: 5 August 2018 (10:36:41 CEST)
Show abstract| Download PDF| Share
Thu, 2 August 2018
Preprint ARTICLE Download: 124| View: 189| Comments: 0 | doi:10.20944/preprints201808.0039.v1
Subject: Mathematics & Computer Science, Probability and Statistics; censored data; estimation; direct L-moments; TL-moments; maximum likelihood; weibull distribution
Online: 2 August 2018 (08:18:39 CEST)
Show abstract| Download PDF| Share
Mon, 30 July 2018
Preprint ARTICLE Download: 194| View: 130| Comments: 0 | doi:10.20944/preprints201807.0556.v1
Subject: Mathematics & Computer Science, Probability and Statistics; claims reserving; contemporaneous correlations; outliers; robust MM-estimators; seemingly unrelated regression
Online: 30 July 2018 (04:43:55 CEST)
Show abstract| Download PDF| Share
Fri, 27 July 2018
Preprint ARTICLE Download: 174| View: 159| Comments: 0 | doi:10.20944/preprints201807.0547.v1
Subject: Mathematics & Computer Science, Probability and Statistics; change-point detection; conditional entropy; ordinal pattern
Online: 27 July 2018 (16:36:05 CEST)
Show abstract| Download PDF| Share
Preprint ARTICLE Download: 112| View: 192| Comments: 0 | doi:10.20944/preprints201807.0534.v1
Subject: Mathematics & Computer Science, Probability and Statistics; covariates; crab data; foetal lamb data; orthonormal polynomials; Poisson distribution
Online: 27 July 2018 (05:20:44 CEST)
Show abstract| Download PDF| Share
Thu, 19 July 2018
Preprint ARTICLE Download: 177| View: 328| Comments: 0 | doi:10.20944/preprints201807.0353.v1
Subject: Mathematics & Computer Science, Probability and Statistics; corporate default swap spreads, correlation networks, vector autoregressive regression.
Online: 19 July 2018 (10:16:11 CEST)
Show abstract| Download PDF| Share
Fri, 29 June 2018
Preprint ARTICLE Download: 144| View: 189| Comments: 0 | doi:10.20944/preprints201806.0482.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Monte Carlo; regime-switching multivariate black-scholes; metamodeling; variable annuity; portfolio valuation
Online: 29 June 2018 (11:31:49 CEST)
Show abstract| Download PDF| Share
Thu, 28 June 2018
Preprint REVIEW Download: 171| View: 188| Comments: 0 | doi:10.20944/preprints201806.0471.v1
Subject: Mathematics & Computer Science, Probability and Statistics; generalised correlations; orthonormal polynomials; randomised block designs; umbrella effects
Online: 28 June 2018 (12:44:08 CEST)
Show abstract| Download PDF| Share
Preprint ARTICLE Download: 147| View: 170| Comments: 0 | doi:10.20944/preprints201806.0467.v1
Subject: Mathematics & Computer Science, Probability and Statistics; variable annuity; portfolio valuation; linear regression; group-lasso; interaction effect
Online: 28 June 2018 (12:05:27 CEST)
Show abstract| Download PDF| Share
Tue, 12 June 2018
Preprint ARTICLE Download: 190| View: 155| Comments: 0 | doi:10.20944/preprints201806.0198.v1
Subject: Mathematics & Computer Science, Probability and Statistics; quantile regression; quantile time series; demographics; mortality; longevity; modelling mortality projection
Online: 12 June 2018 (15:05:09 CEST)
Show abstract| Download PDF| Share
Wed, 2 May 2018
Preprint ARTICLE Download: 218| View: 272| Comments: 0 | doi:10.20944/preprints201805.0026.v1
Subject: Mathematics & Computer Science, Probability and Statistics; weighted distribution; Poisson-Lindley distribution; discrete distribution; weighted negative binomial Poisson-Lindley distribution
Online: 2 May 2018 (11:47:51 CEST)
Show abstract| Download PDF| Share
Thu, 12 April 2018
Preprint ARTICLE Download: 423| View: 437| Comments: 0 | doi:10.20944/preprints201804.0157.v1
Subject: Mathematics & Computer Science, Probability and Statistics; information theory; cohomology; algebraic topology; topological data analysis; genetic expression; epigenetics; machine learning; statistical physic; multivariate mutual-information; complex systems; biodiversity
Online: 12 April 2018 (05:35:26 CEST)
Show abstract| Download PDF| Share
Wed, 14 March 2018
Preprint ARTICLE Download: 224| View: 361| Comments: 0 | doi:10.20944/preprints201803.0106.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Probability densities on manifold, geometric statistics, Hessian manifold
Online: 14 March 2018 (14:08:11 CET)
Show abstract| Download PDF| Share
Tue, 27 February 2018
Preprint ARTICLE Download: 216| View: 228| Comments: 0 | doi:10.20944/preprints201802.0131.v3
Subject: Mathematics & Computer Science, Probability and Statistics; expectation maximum, EM, generalized expectation maximum, GEM, EM convergence
Online: 27 February 2018 (15:06:35 CET)
Show abstract| Download PDF| Share
Thu, 1 February 2018
Preprint ARTICLE Download: 365| View: 417| Comments: 0 | doi:10.20944/preprints201802.0008.v1
Subject: Mathematics & Computer Science, Probability and Statistics; Optimal Bayesian detection, information geometry, minimal error probability, Chernoff/Bhattacharyya upper bound, large random tensor, Fisher information, large random sensing matrix
Online: 1 February 2018 (16:32:04 CET)
Show abstract| Download PDF| Share
Fri, 26 January 2018
Preprint ARTICLE Download: 229| View: 399| Comments: 0 | doi:10.20944/preprints201712.0191.v2
Subject: Mathematics & Computer Science, Probability and Statistics; information geometry; statistical bundle; lagrangian function
Online: 26 January 2018 (04:25:24 CET)
Show abstract| Download PDF| Share
Fri, 19 January 2018
Preprint ARTICLE Download: 744| View: 349| Comments: 0 | doi:10.20944/preprints201801.0182.v1
Subject: Mathematics & Computer Science, Probability and Statistics; financial ruin, withdrawal strategy, asset allocation, rebalancing method, portfolio
Online: 19 January 2018 (09:42:46 CET)
Show abstract| Download PDF| Share
Mon, 15 January 2018
Preprint ARTICLE Download: 416| View: 393| Comments: 0 | doi:10.20944/preprints201801.0125.v1
Subject: Mathematics & Computer Science, Probability and Statistics; multi-criteria decision analysis (MCDA); online broker; misspecification of criteria; structural uncertainty; unsupervised machine learning; factor analysis, quality of service (QoS)
Online: 15 January 2018 (11:29:56 CET)
Show abstract| Download PDF| Share
Mon, 8 January 2018
Preprint ARTICLE Download: 308| View: 326| Comments: 0 | doi:10.20944/preprints201712.0001.v3
Subject: Mathematics & Computer Science, Probability and Statistics; signal processing; bayesian methods; subaquatic audio; hydrophone; unsupervised learning
Online: 8 January 2018 (18:29:11 CET)
Show abstract| Download PDF| Share
Thu, 14 December 2017
Preprint ARTICLE Download: 289| View: 322| Comments: 0 | doi:10.20944/preprints201712.0090.v1
Subject: Mathematics & Computer Science, Probability and Statistics; PFG anomalous diffusion; fractional derivative; NMR; MRI
Online: 14 December 2017 (11:27:15 CET)
Show abstract| Download PDF| Share
Wed, 13 December 2017
Preprint ARTICLE Download: 449| View: 317| Comments: 0 | doi:10.20944/preprints201712.0080.v1
Subject: Mathematics & Computer Science, Probability and Statistics; asymmetric bimodality; bimodal exponential power distribution; modelling; generalized Gaussian distribution.
Online: 13 December 2017 (13:23:10 CET)
Show abstract| Download PDF| Share
Mon, 6 November 2017
Preprint ARTICLE Download: 327| View: 397| Comments: 0 | doi:10.20944/preprints201711.0039.v1
Subject: Mathematics & Computer Science, Probability and Statistics; composite likelihood; maximum composite likelihood estimator; Wald test statistic; composite minimum density power divergence estimator;Wald-type test statistics.
Online: 6 November 2017 (12:59:45 CET)
Show abstract| Download PDF| Share
Sat, 21 October 2017
Preprint ARTICLE Download: 498| View: 363| Comments: 0 | doi:10.20944/preprints201710.0142.v1
Subject: Mathematics & Computer Science, Probability and Statistics; competing risks; masked causes of failure; Markov Chain Monte Carlo; Bayesian analysis; partly interval censored
Online: 21 October 2017 (02:16:43 CEST)
Show abstract| Download PDF| Share
Weekly/Monthly article feeds

Choose the subject area that interest you and we will send you notifications of new preprints at your preferred frequency.