We retrieve news stories and earnings announcements of the S&P 100 constituents from two professional news providers, along with ten macroeconomic indicators. We also gather data from Google Trends about these firms' assets as an index of retail investors' attention. Thus, we create an extensive...

There is virtually a consensus that the ratio of suicides committed with guns to total suicides is the best way to indirectly measure gun ownership across different locations. However, such a proxy is not accurate for any locality with low population density in view that suicides are rare...

Abstract Some linkages between kernel and penalty methods of density estimation are explored. It is recalled that classical Gaussian kernel density estimation can be viewed as the solution of the heat equation with initial condition given by data. We then observe that there is a direct...

This master thesis discusses selected topics of Functional Data Analysis (FDA). FDA deals with the random variables (and process) with realizations in the (smooth) functional space. The first part of this thesis introduces the basic assumptions, notation and ideas of FDA, here we will mainly...

The crisis periods of the past decades have highlighted the difficulty of forecasting economic indicators due to increased non-linearity and rapidly changing dynamics. To address this challenge, we introduce the Transform-Sparsify-Forecast (TSF) framework. The TSF framework first applies...

Predicting if a client is worth giving a loan-credit scoring-is one of the most essential and popular problems in banking. Predictive models for this goal are built on the assumption that there is a dependency between the client's profile before the loan approval and their future behavior....

Countries have adopted a variety of legalization programs to address unauthorized immigration. Research in the US finds improved labor market outcomes for newly authorized immigrants. Findings are more mixed for European and Latin American countries where informal labor markets play a large role...