January 2021 - 128 articles
Pearson residuals aid the task of identifying model misspecification because they compare the estimated, using data, model with the model assumed under the null hypothesis. We present different formulations of the Pearson residual system that account...
In this paper, we present a hybrid genetic-hierarchical algorithm for the solution of the quadratic assignment problem. The main distinguishing aspect of the proposed algorithm is that this is an innovative hybrid genetic algorithm with the original,...
Quantizers play a critical role in digital signal processing systems. Recent works have shown that the performance of acquiring multiple analog signals using scalar analog-to-digital converters (ADCs) can be significantly improved by processing the s...
Life is an epiphenomenon for which origins are of tremendous interest to explain. We provide a framework for doing so based on the thermodynamic concept of work cycles. These cycles can create their own closure events, and thereby provide a mechanism...
Currency crises have been analyzed and modeled over the last few decades. These currency crises develop mainly due to a balance of payments crisis, and in many cases, these crises lead to speculative attacks against the price of the currency. Despite...
In the framework of an exactly soluble model, one considers a typical problem of the interaction between radiation and matter: the dynamics of population in a multilevel quantum system subject to a time dependent perturbation. The algebraic structure...
In this paper, we deal with the classical Statistical Learning Theory’s problem of bounding, with high probability, the true risk R(h) of a hypothesis h chosen from a set H of m hypotheses. The Union Bound (UB) allows one to state that PLR^(h),...
In this research, statistical models are formulated to study the effect of the health crisis arising from COVID-19 in global markets. Breakpoints in the price series of stock indexes are considered. Such indexes are used as an approximation of the st...
Complex network infrastructure systems for power supply, communication, and transportation support our economic and social activities; however, they are extremely vulnerable to frequently increasing large disasters or attacks. Thus, the reconstructio...
The combination of network sciences, nonlinear dynamics and time series analysis provides novel insights and analogies between the different approaches to complex systems. By combining the considerations behind the Lyapunov exponent of dynamical syst...
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