Many products and services can be described as mixtures of ingredients whose proportions sum to one. Specialized models have been developed for linking the mixture proportions to outcome variables, such as preference, quality and liking. In many scenarios, only the mixture proportions matter for...

Having observed a cluster of jumps in the discrete prices of a financial asset, and modeling the jump arrival times with an exponential Hawkes process, we study and quantify the probability that the cluster is going to produce further jumps. We also provide bounds for the probability of...

There has been no change in Major League Baseball home run hitting for 45 yr, in spite of the new records. Players hit with no more power now than before. Records are the result of chance variations in at bats, home runs per hit, and other factors. The clustering of records is implied by the...

This paper will outline the functionality available in the CovRegpy package for actuarial practitioners, wealth managers, fund managers, and portfolio analysts written in Python 3.7. The major contributions of CovRegpy can be found in the CovRegpy_DCC.py, CovRegpy_IFF.py, CovRegpy_RCR.py,...

The study presents an analysis of the sediment thickness compared with bathymetric and geophysical settings in the Bay of Bengal and Andaman Sea, Indian Ocean. It uses a combination of the high-resolution data: topographic GEBCO, satellite and marine gravity anomalies, EGM2008 geoid and GlobSed...

The research problem is about to generate artificial fractal landscape surfaces from the Digital Elevation Model (DEM) using a stochastic algorithm by Geographic Resources Analysis Support System Geographic Information System (GRASS GIS) software. Fractal surfaces resemble appearance of natural...

The study area is focused on the Philippine Trench, a hadal trench located in the axe of the collision of the Philippine Sea Plate and Sunda Plate, west Pacific Ocean. The research is aimed at the analysis of the trench geomorphology by a correlation between changes in slope steepness and...

We introduce two neural network models designed for application in statistical learning. The mean-variance neural network regression model allows us to simultaneously model the mean and the variance of a response variable. In case of a two-dimensional response vector, the...

This paper presents an analytically tractable and practically-oriented model of non-linear dynamics of a multi-asset market in the limit of a large number of assets. The asset price dynamics are driven by money flows into the market from external investors, and their price impact. This leads to...

Forecast combinations, also known as ensemble models, routinely require practitioners to select a model from a massive number of potential candidates. Ten explanatory variables can be grouped into 21078 forecast combinations, and the number of possibilities increases further to 21078+21078 if we...