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Full-Text Articles in Physical Sciences and Mathematics

Hierarchical Graphical Bayesian Models In Psychology, Guillermo Campitelli, Guillermo Macbeth Jan 2014

Hierarchical Graphical Bayesian Models In Psychology, Guillermo Campitelli, Guillermo Macbeth

Research outputs 2014 to 2021

The improvement of graphical methods in psychological research can promote their use and a better comprehension of their expressive power. The application of hierarchical Bayesian graphical models has recently become more frequent in psychological research. The aim of this contribution is to introduce suggestions for the improvement of hierarchical Bayesian graphical models in psychology. This novel set of suggestions stems from the description and comparison between two main approaches concerned with the use of plate notation and distribution pictograms. It is concluded that the combination of relevant aspects of both models might improve the use of powerful hierarchical Bayesian graphical …


Modelling And Analysis On Noisy Financial Time Series, Jinsong Leng Jan 2014

Modelling And Analysis On Noisy Financial Time Series, Jinsong Leng

Research outputs 2014 to 2021

Building the prediction model(s) from the historical time series has attracted many researchers in last few decades. For example, the traders of hedge funds and experts in agriculture are demanding the precise models to make the prediction of the possible trends and cycles. Even though many statistical or machine learning (ML) models have been proposed, however, there are no universal solutions available to resolve such particular prob-lem. In this paper, the powerful forward-backward non-linear filter and wavelet-based denoising method are introduced to remove the high level of noise embedded in financial time series. With the filtered time series, the statistical …