Physical Sciences and Mathematics Commons^™

Early-Warning Alert Systems For Financial-Instability Detection: An Hmm-Driven Approach, Xing Gu

Electronic Thesis and Dissertation Repository

Regulators’ early intervention is crucial when the financial system is experiencing difficulties. Financial stability must be preserved to avert banks’ bailouts, which hugely drain government's financial resources. Detecting in advance periods of financial crisis entails the development and customisation of accurate and robust quantitative techniques. The goal of this thesis is to construct automated systems via the interplay of various mathematical and statistical methodologies to signal financial instability episodes in the near-term horizon. These signal alerts could provide regulatory bodies with the capacity to initiate appropriate response that will thwart or at least minimise the occurrence of a financial crisis. …

Classification With Measurement Error In Covariates Or Response, With Application To Prostate Cancer Imaging Study, Kexin Luo

Electronic Thesis and Dissertation Repository

The research is motivated by the prostate cancer imaging study conducted at the University of Western Ontario to classify cancer status using multiple in-vivo images. The prostate cancer histological image and the in-vivo images are subject to misalignment in the co-registration procedure, which can be viewed as measurement error in covariates or response. We investigate methods to correct this problem.

The first proposed method corrects the predicted class probability when the data has misclassified labels. The correction equation is derived from the relationship between the true response and the error-prone response. The probability for the observed class label is adjusted …

Classification With Large Sparse Datasets: Convergence Analysis And Scalable Algorithms, Xiang Li

Electronic Thesis and Dissertation Repository

Large and sparse datasets, such as user ratings over a large collection of items, are common in the big data era. Many applications need to classify the users or items based on the high-dimensional and sparse data vectors, e.g., to predict the profitability of a product or the age group of a user, etc. Linear classifiers are popular choices for classifying such datasets because of their efficiency. In order to classify the large sparse data more effectively, the following important questions need to be answered.

1. Sparse data and convergence behavior. How different properties of a dataset, such as …