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Articles 1 - 3 of 3
Full-Text Articles in Physical Sciences and Mathematics
Identification Of Informativeness In Text Using Natural Language Stylometry, Rushdi Shams
Identification Of Informativeness In Text Using Natural Language Stylometry, Rushdi Shams
Electronic Thesis and Dissertation Repository
In this age of information overload, one experiences a rapidly growing over-abundance of written text. To assist with handling this bounty, this plethora of texts is now widely used to develop and optimize statistical natural language processing (NLP) systems. Surprisingly, the use of more fragments of text to train these statistical NLP systems may not necessarily lead to improved performance. We hypothesize that those fragments that help the most with training are those that contain the desired information. Therefore, determining informativeness in text has become a central issue in our view of NLP. Recent developments in this field have spawned …
Estimation Of Hidden Markov Models And Their Applications In Finance, Anton Tenyakov
Estimation Of Hidden Markov Models And Their Applications In Finance, Anton Tenyakov
Electronic Thesis and Dissertation Repository
Movements of financial variables exhibit extreme fluctuations during periods of economic crisis and times of market uncertainty. They are also affected by institutional policies and intervention of regulatory authorities. These structural changes driving prices and other economic indicators can be captured reasonably by models featuring regime-switching capabilities. Hidden Markov models (HMM) modulating the model parameters to incorporate such regime-switching dynamics have been put forward in recent years, but many of them could still be further improved. In this research, we aim to address some of the inadequacies of previous regime-switching models in terms of their capacity to provide better forecasts …
Computing And Approximation Methods For The Distribution Of Multivariate Aggregate Claims, Tao Jin
Computing And Approximation Methods For The Distribution Of Multivariate Aggregate Claims, Tao Jin
Electronic Thesis and Dissertation Repository
Insurance companies typically face multiple sources (types) of claims. Therefore, modeling dependencies among different types of risks is extremely important for evaluating the aggregate claims of an insurer. In the first part of this thesis, we consider three classes of bivariate counting distributions and the corresponding compound distributions introduced in a 1996 paper by Hesselager. We implement the recursive methods for computing the joint probability functions derived by Hesselager and then compare the results with those obtained from fast Fourier transform (FFT) methods. In applying the FFT methods, we extend the concept of exponential tilting for univariate FFT proposed by …