In recent years we are experiencing a dramatic increase in the amount of available time-series data. Primary sources of time-series data are sensor networks, medical monitoring, financial applications, news feeds and social networking applications. Availab ...
We introduce a hybrid discrete choice framework to model the decisions of investors in stock markets. More specifically, we model the decision to buy or sell stocks using a binary logit model with latent classes, characterizing the perception of risk. The ...
This dissertation describes a complete methodological framework for designing, modeling and optimizing a specific class of distributed systems whose dynamics result from the multiple, stochastic interactions of their constitutive components. These componen ...
This thesis tackles new challenges associated with the disaggregate modeling of the human behavior. Decision-aid tools help in making decisions, by providing quantitative insights on the decisions and associated consequences. They are useful in complex sit ...
Coupled neural networks, the Internet, World Wide Web, social networks and interacting biological networks are few examples of systems which consist of a large number of interacting dynamical units. Collective behavior of such systems is a consequence of t ...
Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...
In standard database scenarios, an end-user assumes that all data (e.g., sensor readings) is stored in a database. Therefore, one can simply submit any arbitrary complex processing in the form of SQL queries or stored procedures to a database server. Data ...
This dissertation consists of three chapters. The first chapter empirically investigates how the intensity of product market competition affects the cost of debt. Using a large sample of loans to publicly traded US manufacturing firms, the chapter provides ...
This thesis consists of three chapters. The first chapter endogenizes technological change by introducing a stylized innovation process driven by a R&D–dependent Poisson process in a Cox, Ingersoll and Ross (1985) production economy. The model reproduces s ...
The radiant external environment may be described by two hemispheres, above and below the horizontal plane, which are discretised into patches of known solid angle. Occlusions to these patches may be combined and represented as some patch fraction for whic ...
