In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the...

In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on actively infected, recovered and deceased cases. We propose a new trend filtering method that is a variant of the...

Abstract Lapse risk is a key risk driver for life and pensions business with a material impact on the cash flow profile and the profitability. The application of data science methods can replace the largely manual and time-consuming process of estimating a lapse model that reflects various...

The features extraction is the main step in a Brain-Computer Interface (BCI) design. Its goal is to create features easy to be interpreted in order to produce the most accurate control commands. For this end, these features must include all the original signal characteristics. The generated...

Signal enhancement is useful in many areas like social, medicine and engineering. It can be utilized in data mining approach for social and security aspects. Signal decomposition method is an alternative choice due to the elimination of noise and signal enhancement. In this paper, two different...

In this paper we use a New Keynesian model to explain why volatility transfer from high frequency to low frequency cycles can and did occur during the period commonly referred to as the "great moderation". The model suggests that an increase in inflation aversion and/or a reduction to a...