Random matrix approach to categorical data analysis

Random matrix approach to cross correlations in financial data.

We analyze cross correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994-1995, (ii) 30-min returns of 881 US stocks for the 2-yr period 1996-1997, and (iii) 1-day returns of 422 US stocks f...

A Quasi-Random Approach to Matrix Spectral Analysis

Inspired by quantum computing algorithms for Linear Algebra problems [6, 14] we study how simulation on a classical computer of this type of “Phase Estimation algorithms” performs when we apply it to the Eigen-Problem of Hermitian matrices. The result is a completely new, efficient and stable, parallel algorithm to compute an approximate spectral decomposition of any Hermitian matrix. The algor...

Categorical Data Analysis Categorical Data Analysis Second Edition

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...

A Language-Based Approach to Categorical Analysis

With the digitization of media, computers can be employed to help us with the process of classification, both by learning from our behavior to perform the task for us and by exposing new ways for us to think about our information. Given that most of our media comes in the form of electronic text, research in this area focuses on building automatic text classification systems. The standard repre...