In practice, when both survival and quantitative outcomes are of interest, we encounter outcomes of mixed type: a censored outcome and a quantitative outcome. Joint modeling of the survival and quantitative outcomes rather than analyzing the outcomes separately has become a method of choice for...

Self-reported race is generally considered the basis for racial classification in social surveys, including the U.S. census. Drawing on recent advances in human molecular genetics and social science perspectives of socially constructed race, our study takes into account both genetic bio-ancestry...

This study employs a parametric approach based on TGARCH and GARCH models to estimate the VaR of the copper futures market and spot market in China. Considering the short selling mechanism in the futures market, the paper introduces two new notions: upside VaR and extreme upside risk spillover....

We continue our study of evolution in minority games by examining games in which agents with poorly performing strategies can trade in their strategies for new ones from a different strategy space. In the context of the games discussed in this paper, this means allowing for strategies that use...