We consider a multivariate survival distribution derived from an inverse Gaussian mixture of exponential distributions. The variables of this multivariate distribution are shown to exhibit total ...

A new form of non-linear autoregressive time series is proposed to model solar radiation data, by specifying joint marginal distributions at low lags to be multivariate Gaussian mixtures. The model is ...

Data clustering is the process of grouping data items so that similar items are placed in the same cluster. There are several different clustering techniques, and each technique has many variations.

You are invited to attend the following M.A.Sc. (Quality Systems Engineering) thesis examination. Finite mixture models have been revealed to provide flexibility for data clustering. They have ...

The generation of synthetic market data is widely seen as one of the most promising applications of sophisticated artificial intelligence models, such as generative adversarial networks (GANs) and ...

Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

Think about a baseball game. The batter has to decide whether and how to hit the incoming pitch. He needs to judge the position and speed of the ball, given his own visual uncertainty, and to estimate ...