The following research is guided by the hypothesis that products chosen on a shopping trip in a supermarket can indicate the preference interdependenciesbetween different products or brands. The bundle chosen on the trip can be regarded as the result of a global utility function. More...

In high-dimensional data, one often seeks a few interesting low-dimensional projections that reveal important features of the data. Projection pursuit is a procedure for searching high-dimensional data for interesting low-dimensional projections via the optimization of a criterion function...

This article provides a comprehensive econometric analysis of factors driving aggregatemortality rates over time. It differs from previous studies in this field by simultaneouslyconsidering an extensive set of macroeconomic, socio-economic and ecological factors asexplanatory variables. Germany...

In his paper we introduce a quantile-based risk measure for multivariate financial positions: the vector-valued Tail-conditional-expectation (T CE). We adopt the framework proposed by Jouini, Meddeb, and Touzi [9] to deal with multi-assets portfolios when one accounts for frictions in the...