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In this dissertation, I develop theory and evidence to argue that new technologies are central to how firms organize to create and capture value. I use computational methods such as reinforcement learning and probabilistic topic modeling to investigate thr ...
This thesis examines how banks choose their optimal capital structure and cash reserves in the presence of regulatory measures. The first chapter, titled Bank Capital Structure and Tail Risk, presents a bank capital structure model in which bank assets a ...
Background and objective: To automatically identify patients with diabetes mellitus (DM) who have high risk of developing diabetic foot, via an unsupervised machine learning technique. Methods: We collected a new database containing 54 known risk factors f ...
We consider the numerical approximation of an optimal control problem for an elliptic Partial Differential Equation (PDE) with random coefficients. Specifically, the control function is a deterministic, distributed forcing term that minimizes the expected ...
H & uuml;sler-Reiss vectors and Brown-Resnick fields are popular models in multivariate and spatial extreme-value theory, respectively, and are widely used in applications. We provide analytical formulas for the correlation between powers of the components ...
In modern engineering systems, reliability and safety can be conferred by efficient automatic monitoring and fault detection algorithms, allowing for the early identification and isolation of incipient faults. In case of large-scale and complex systems, sc ...
The value of a life settlement investment, manifested through a traded life insurance policy, is highly dependent on the insured's life expectancy (LE). LE estimation in life settlements relies heavily on medical underwriting. Employing different evaluatio ...
Most efforts to understand snakebite burden in Nepal have been localized to relatively small areas and focused on humans through epidemiological studies. We present the outcomes of a geospatial analysis of the factors influencing snakebite risk in humans a ...
In this letter, we propose an adaptive risk-based replanning strategy in the context of multirobot task allocation for dealing with limitations of local perception and unpredicted human behavior. Our replanning method is based on the variations of social r ...