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Neural network for univariate and multivariate nonlinearity tests Early View

  • Journal: Statistical Analysis and Data Mining: The ASA Data Science Journal
  • Authors: Shapour Mohammadi
  • Published Date: Nov 18, 2019

Abstract This paper aims to introduce a multiple output artificial neural network as a tool for testing nonlinearity in multivariate time series. Unlike previous studies, we use weights from trained...

Existence of a calibrated regime switching local volatility model Early View

  • Journal: Mathematical Finance
  • Authors: Benjamin Jourdain, Alexandre Zhou
  • Published Date: Nov 18, 2019

Abstract By Gyöngy's theorem, a local and stochastic volatility model is calibrated to the market prices of all European call options with positive maturities and strikes if its local volatility (LV)...

Critical evaluation of copy number variant calling methods using DNA methylation Early View

  • Journal: Genetic Epidemiology
  • Authors: Varun Kilaru, Anna K. Knight, Seyma Katrinli, Dawayland Cobb, Adriana Lori, Charles F. Gillespie, Adam X. Maihofer, Caroline M. Nievergelt, Anne L. Dunlop, Karen N. Conneely, Alicia K. Smith
  • Published Date: Nov 18, 2019

Abstract Recent technological and methodological developments have enabled the use of array‐based DNA methylation data to call copy number variants (CNVs). ChAMP, Conumee, and cnAnalysis450k are...

Optimal source placement for point coverage in active multistatic sonar networks Early View

  • Journal: Naval Research Logistics
  • Authors: Emily Craparo, Mumtaz Karatas
  • Published Date: Nov 18, 2019

Abstract The allocation of underwater sensors for tracking, localization, and surveillance purposes is a fundamental problem in anti‐submarine warfare. Inexpensive passive receivers have been heavily...

Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing Early View

  • Journal: Applied Stochastic Models in Business and Industry
  • Authors: Helder Rojas, David Dias
  • Published Date: Nov 18, 2019

Abstract In this paper, we are interested in evaluating the resilience of financial portfolios under extreme economic conditions. Therefore, we use empirical measures to characterize the transmission...

Integrated multiresponse parameter and tolerance design with model parameter uncertainty Early View

  • Journal: Quality and Reliability Engineering International
  • Authors: Yunxia Han, Yizhong Ma, Linhan Ouyang, Jianjun Wang, Yiliu Tu
  • Published Date: Nov 18, 2019

Abstract Integrated parameter and tolerance design is a cost‐effective method to multiresponse quality improvement. However, previous methods usually ignore model parameter uncertainty, dispersion...

Dynamically consistent alpha‐maxmin expected utility Early View

  • Journal: Mathematical Finance
  • Authors: Patrick Beissner, Qian Lin, Frank Riedel
  • Published Date: Nov 18, 2019

Abstract The alpha‐maxmin model is a prominent example of preferences under Knightian uncertainty as it allows to distinguish ambiguity and ambiguity attitude. These preferences are dynamically...

Relative importance of clinical and sociodemographic factors in association with post‐operative in‐hospital deaths in colorectal cancer patients in New South Wales: An artificial neural network approach Early View

  • Journal: Journal of Evaluation in Clinical Practice
  • Authors: Sha Sha, Wei Du, Anne Parkinson, Nicholas Glasgow
  • Published Date: Nov 16, 2019

Abstract Rationale, Aims and Objectives Co‐morbidities in colorectal cancer patients complicate hospital care, and their relative importance to post‐operative deaths is largely unknown. This study was...

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