Price is the most visible signal produced by competition and interaction among a complex ecology of entities in a system called financial markets. This thesis deals with statistical analysis and model identification based on such signals. We approach this problem at various levels of...

In this thesis, physiological data is analyzed in the context of financial risk processing, specifically investigating the effects of financial trading decisions and situations on the physiological responses of professional market makers. The data for this analysis comes from an experiment...

Forecasts of departure demand are one of the driving inputs to tactical decision-support tools (DSTs) for airport surface traffic. While there are well-known results on average- or worst-case forecast uncertainty, it is the forecast errors which occur under best-case minimum-uncertainty...

In almost thirty-four years after opening the doors to its first store, the Inditex Group has grown to be one of the largest fashion distributors in the world. Today the group operates more than four thousand retail stores in seventy-three different countries and under eight different brand...

Today's large scale networks such as the Internet emerge from the interconnection of privately owned networks and serve heterogeneous users with different service needs. The service providers of these networks are interested in maximizing their profit. Since the existing pricing scheme cannot...

58 percent of the jobs in the United Stated are created by firms with fewer than 500 employees (Davis, et al. [1998]). Yet, there is only limited research done on the industry trends and conditions affecting small company sale transactions. The small business industry has very different dynamics...

In the early years of the 21st century, a number of corporate accounting scandals forced the government to hastily adopt regulations aimed at protecting investors and restoring confidence in the financial markets. Among its provisions, the Sarbanes-Oxley Act of 2002 requires public companies on...

The strength of the high-end retail industry has traditionally been in marketing and branding while management and operational efficiency lagged behind. In the face of changing client demographics and increased competition, improving operations through better data management and utilization...

Data anonymization is the process of conditioning a dataset such that no sensitive information can be learned about any specific individual, but valid scientific analysis can nevertheless be performed on it. It is not sufficient to simply remove identifying information because the remaining data...

There have long been intuitive connections between robustness and regularization in statistical estimation, for example, in lasso and support vector machines. In the first part of the thesis, we formalize these connections using robust optimization. Specifically (a) We show that in classical...