Most of the time series data mining tasks attempt to discover data patterns that appear frequently. Abnormal data is often ignored as noise. There are some data mining techniques based on time series to extract anomaly. However, most of these techniques cannot suit big unstable data existing in...

We study whether option-implied conditional expectation of market loss due to tail events, or tail loss measure, contains information about future returns, especially the negative ones. Our tail loss measure predicts future market returns, magnitude, and probability of the market crashes, beyond...

Pathway analysis has become a central approach to understanding the underlying biology of differentially expressed genes. As large amounts of microarray data have been accumulated in public repositories, flexible methodologies are needed to extend the analysis of simple case-control studies in...