Analysis of complex data incomplete, censored, missing, spatio-temporal, imprecise, fuzzy

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Tentative Programme of ASMDA-2009


9:00-9:30, Tuesday, June 30, 2009
I Plenary Session

9:30-11:00, Tuesday, June 30, 2009

Non-differentiable optimization in data analysis and machine learning
          Adil Bagirov, University of Ballarat, Australia

Supervised and Unsupervised Linear Methods for Functional Data Analysis
         Gilber Saporta, CNAM, Paris, France
II Plenary Session

9:00-10:30, Wednesday, July 1, 2009

Robustness in statistical forecasting of time series
          Juriy Kharin, Belarus University, Minsk, Belarus

Stable and tempered stable processes
          Svetlozar Rachev, Aaron Kim, University of Karlsruhe, Germany
III Plenary Session

9:00-10:30, Thursday, July 2, 2009

Signatures of systems and their probabilistic and statistical properties
          Narayanaswamy Balakrishman, McMaster University, Canada

Contributed and Stream Sessions

Data and Text Mining - I
11:30-13:00, Tuesday, June 30, 2009

Chair Prof. Andrea Dragut.
Interpretive Latent Semantic Analysis.

Christian Mauceri

Improving Post-Mining of Association Rules with Ontologies.

Claudia Marinica, Fabrice Guillet

Multi-Population Genetic Algorithm for Locating Multi-Optima in Complex Landscape.

K.Y. Szeto, Yunbo Guo
Genetic and Fuzzy Algorithms.
11:30 – 13:00 Tuesday, June 30, 2009

Chair Prof. K.Y. Szeto
Can we utilize the neural-fuzzy systems in the artificial learning fields?

Lidia Cristea, Enona Cristea

On the study of the number of occurences of the local optimum to spot genetic algorithm convergence.

Christelle Reynes, Robert Sabatier

Fuzzy Model Applied to Forecast the Promotional Expenses.

Ucenic Camelia Ioana, Bacali Laura, Trif Carmen
V Stream: Limit behaviour of stochastic processes and applications - I
11:30-13:00, Tuesday, June 30, 2009

Chair Prof. Ekaterina Bulinskaya
Supercritical catalytic branching random walks.

Elena Yarovaya

Stochastic models of transport flows.

Larisa Afanaseva, Ekaterina Bulinskaya

Statistical inference of quadratic Renyi entropy.

Oleg Seleznjev, Nikolaj Leonenko
X Stream: Statistical estimation under irregular sampling.

11:30-13:00, Tuesday, June 30, 2009

Chair Prof. Vladimir Zajats
Adaptive transmission for lossless image reconstruction.

Elisabeth Lahalle, Gilles Fleury, Rawad Zgheib

Estimation of the Hurst index of a fractional Brownian motion with random observation depending on the process.

Jean-Marc Bardet, Pierre, R. Bertrand, Medhi Fhima

Irregular sampling in the estimation of transfer functions.

Vladimir Zaiats
Analysis of complex data (incomplete, censored, missing, spatio-temporal, imprecise, fuzzy,...). - I
14:00-16:00, Tuesday June 30, 2009

Chair Prof. Boris Lemeshko
Density estimator of coarse data.

Eugenia Stoimenova

Particular Attributes and Optimization Criteria for Closed Loop Stands Assigned to Gear Transmissions Testing.

Corina Gruescu, Ioan Nicoara, Rainer Gillich, Ildiko Fekete

Optimal sampling design for the GLS estimators of the mean parameters for the stationary spatial random process.

Kestutis Ducinskas, Ingrida Borisenko

Estimation of Chosen Population Parameters ...

Wieslawa Dabala
Poisson and Markov processes – I
14:00-16:00, Tuesday, June 30, 2009

Chair Prof Tonu Kolo
Busy period, time of the first loss of a customer

Tetyana Kadankova, Noel Veraverbeke

Spectral Gap for Multicolor Disordered Lattice Gas of Exclusion Processes.

Zeghdoudi Halim, Touati Ali bey, Boutabia Hachime

The interplay between financial and demographic risks in a pension annuity system.

Valeria D‘Amato, Emilia Di Lorenzo, Maria Russolillo, Marilena Sibillo

Collisions in stochastic multi-component systems.

Anatoly Manita
VIII Stream: Stochastic Modelling for Health Care Management.
14:00-16:00, Tuesday, 2009

Chair Prof. Sally McClean
A phase type survival tree model for clustering patients hospital length of stay.

Lalit Garg, Sally McClean, Brian Meenan, Peter Millard

HIV evolution through two different temporal scales according to non-homogeneous semi-Markov models.

Di Biase Giuseppe, D‘Amico Guglielmo, Jannssen Jacques, Manca Raimondo

Recent Developments in fitting Coxian Phase-type Dsitributions in Healthcare.

Adele Marshall, Mariangela Zenga

Implementation soulutions and issues in building a personal sensor network for health care monitoring

Paola Di Giacomo, Leonardo Bocchi

XVIII Stream: Stochastic Modelling and Applications
14:00-16:00, Tuesday, June 30, 2009

Chair Prof Christos Skiadas
Can we utilise the neural-fuzzy systems in the artificial fields?

Lidia Cristea, Enona Cristea

Muliti-stage semi-Markov models for recovery process.

Ugwuowo Fidelis, Udoumoh Francis

Optimal Inventory Policy Under Supply Reliability and Demand Cancellation.

Wee Meng Yeo

Exact Results for Variable Wager HI-LO.

James Freeman
Asymptotic models and Weak Convergence

16:30-17:30, Tuesday, June 30, 2009

Prof. Alexander Grusho

Limiting distributions for parameter estimates and functionals of GARFIMA processes. Nino Korzakhia, Alexander Novikov, Liudmila Vostrikova

Random Series with Time-Varying Discounting.The Symmetrical Case.

Doncho Donchev
Random evolutions
17:30-18:30, Tuesday, June 30, 2009

Prof. Alexander Grusho
A new probabilistic algorithm for solving a class of multi-objective optimal problems

Thong Nguyen Huu, Hao Tran Van

On A Stochastic Prey-Predator Model in Tumor Growth.

Giuseppina Albano, Virginia Giorno
Fitting models for data – I
16:30-18:30, Tuesday, June 30, 2009

Chair Prof. Gilbert Saporta
Composite indicators analysis tool for Lithuania‘s economic environment in EU.

Jurga Ruksenaite

Measuring output gap in Lithuania 1997-2007.

Jurga Ruksenaite

The theoretical aspects of mathematical model estimation for inflation processes

Ana Cuvak

Modelling Lithuania‘s Inflation: Application of VAR Model. 4

Ana Cuvak, Zilvinas Kalinauskas
Poisson and Markov processes – II
16:30-18:30, Tuesday, June 30, 2009

Chair Prof. Vilijandas Bagdonavicius
Continuous Sampling Plan under Quadratically Varying Acceptance Cost.

Mavroudis Elefteriou, Nicolas Farmakis

Catastrophic risk estimation using skew t-copula.

Gaida Pettere, Tonu Kollo

The Analyses of Individual Patient Pathways: Investigating Regional Variation in COPD readmissions.

Shola Adeyemi, Eren Demir, Thierry Chaussalet

A Monte-Carlo semi Markov claim reserve model

Elena Biffi, Jacques Janssen, Raimondo Manca
XV Stream: Stochastic Modelling for Classification Problems
16:30-18:30, Tuesday, June 30, 2009

Chair Prof. Zeev Volkovich
On application of the K-nearest neighbours approach for cluster validation.

Zeev Volkovich, Zeev Barzily, Renata Avros, Dvora Toledano-Kitai

Extending the Scope of Self-Correcting.

Sergei Frenkel, Shlomi Dolev

Stability Conditions of a Preemptive Repeat Priority Queue with Customer Transfers.

Qi-Ming He, Jingui Xie, Xiaobo Zhao

On consistent criteria for not-consistent alternatives.

Alexander Grusho, Elena Timonina, Zeev Volkovich
III Stream: Stochastic Modelling in Finance.
11:00 – 13:00, Wednesday, July 1, 2009

Chair Prof Leonidas Sakalauskas
Multistage Portfolio Optimization.

Cristinca Fulga

Analysis of automated interbank settlement algorithms

Donatas Baksys, Leonidas Sakalauskas

Cash planning under uncertainty

Ana Uspuriene

On Stochastic Multicriteria Decision Analytics and Artificial Intelligence for Efficient Stock Trading.

Gordon Dash, Nina Kajiji, John Forman
Discriminant and Regression Analysis – I
11:00 – 13:00, Wednesday, July 1, 2009

Chair Dr. Kestutis Ducinskas
Wrapper aggregation for classification.

Tristan Mary-Huard, Stephane Robin

Empirical bounds for risk in some machine learning tasks.

Victor Nedelko

An empirical investigation of the trade-off and pecking order hypotheses on Romanian market.

Gabriela Maria Mihalca, Raluca Meda Antal

On Nonlinear Regression Model for Correspondence Matrix of Transport Network.

Alexander Andronov, Diana Santalova

Non Gaussian autoregressive time series models.

Kuttykrishnan A.P.

Chaotic and Stochastic processes.
11:00 – 13:00, Wednesday, July 1, 2009

Chair Prof. Alexander Andronov
Dynamic-entropy monitoring daily state human heart rates.

Valery Antonov, Janush Danilevich, Anatoly Kovalenko, Artem Zagajnov

On the Existence of Solutions of Stochastic Evolution Functional Equations with Measurable Right-Hand Sides.

Maksim Vas‘kovskii

Simulation of Stochastic Homogenization on Stochastic Structures.

Anna Soos

Application of chaos theory to analysis of computer network traffic.

Liudvikas Kaklauskas, Leonidas Sakalauskas

I Stream: Multi-Way Data Analysis
11:00 – 13:00, Wednesday, July 1, 2009

Chair Prof. Jerome Pages
Batch Process Monitoring by Three-way Data Analysis Approach.

Ndoye Niang, Flavio Fogliatto, Gilbert Saporta

Missing values in categorization.

Marine Cadoret, Sebastien Lee, Jerome Page

Multiblock Redundancy Analysis. Application to epidemiological surveys.

Stephanie Bougeard, El Mostafa Qannari

Comparison of different panels sorting tasks with hierarchical multiple factor analysis.

Monica Becue-Bertaut, Berenice Colmenares, Sebastien Le

Monte Carlo Methods
11:00 – 13:00, Wednesday, July 1, 2009

Chair Dr. Juliana Iatan
This work improves on the classical Monte-Carlo simulation scheme.

Michel Broniatowski, Ya‘akov Ritov

Models of Statistic Distributions of Nonparametric Goodness-of-fit Tests in Composite Hypotheses Testing in Case of Double Exponential Law.

Lemeshko Boris, Lemeshko Stanislav

Investigations of estimated Pearson and rank correlation coefficients distributions depending on real correlation.

Alexey Tanaseychuk

Global Optimization Oriented Stochastic Interval Arithmetic.

Antanas Zilinskas, Julius Zilinskas

Analysis of complex data (incomplete, censored, missing, spatio-temporal, imprecise, fuzzy,...) – II
14:00-16:00, Wednesday, July 1, 2009

Chair Prof. Narayanaswamy Balakrishnan
Application of supervised learning methods to ecological data analysis.

Dalia Baziukaite, Natalija Juschenko

Minimizing a Linear objective function with fuzzy relation equation constraints regarding max-as composition.

Vahid Zharfi, Abolfazl Mirzazadeh

A probabilistic approach for evaluating the sensitivity to Fake Data in Structural Equation Modeling.

Luigi Lombardi, Massimiliano Pastore

Adequacy testing of two methos for modelling spatial time series

Laura Saltyte
Poisson and Markov processes – III
14:00 – 16:00, Wednesday, July 1, 2009

Chair Prof Nicolas Farmakis
I-Polya Process and Applications.

Leda Minkova

The Clinical and Statistic Study Model of Total Edentulous Prosthetic Field.

Elena-Gabriela Despa, Cornelia Biclesanu, Gabriela Moise

Comparison of multicultural panels by using hierarchical multiple factor analysis.

Monica Becue-Bertaut, Sebastien Le, Berenice Colmenares

Error rates in classification of observation of multivariate Gaussian random field with factorized covariance.

Kestutis Ducinskas
Classification and Documentation
14:00 – 16:00, Wednesday, July 1, 2009

Chair Prof. Pavel Katyshev
A Parametric Method for Pattern Classification.

Iuliana Latan

Depth based classification.

Ondrej Vencalek

Application of statistical shape analysis to the classification of renal tumours appearing in early childhood.

Stefan Giebel, Jens-Peter Schenk, Jang Schiltz

The next generation of data analysis tools.

Alexandros Karakos, Pericles Karakos
Data and Text Mining - II
14:00 – 16:00, Wednesday, July 1, 2009

Chair Prof. Jan Shiltz
Comparing Statistical Similarity Measures in Stylistic Document Clustering.

Liviu Dinu, Marius Popescu

A Language Independent Kernel Method for Classifying Texts with Disputed Paternity.

Liviu Dinu, Marius Popescu

Trends and outliers in NYSE industrial categories.

Maria Dragut

Identifying trends and outliers in NYSE industrial categories.

Andreea Dragut, Maria Dragut
Decision and Controlled Processes
14:00 – 16:00, Wednesday, July 1, 2009

Chair Prof. Ivette Gomes
Queens croquet game in insurance risk regulation.

Vsevolod Malinovskii

On Uniformly Optimal Control in an Information Theory.

Pavel Katyshev

A monotonic project control model on lattice fragments.

Andreea Dragut

Advanced System for Automated Intervention in Risk and Hazardous Situations.

Oana Chenaru, Luiza Ocheana, Gheorghe Florea
Discriminant and Regression Analysis - II
11:00-13:00, Thursday, July 2, 2009

Chairman – Prof. Harald Hrushka
Exact error rates of the supervised classification based on Markov Random Fields.

Lijana Stabingiene, Kestutis Ducinskas
The influence of the anisotropy ratio on the expected error rates.

Lina Dreiziene, Kestutis Ducinskas

Statistical analysis of the multivariate regression models with heterogeneous structure.

Vladimir Malugin

An analysis regarding the impact of shocks to capital on a soft insurance market.

Raluca Meda Antal, Gabriela Maria Mihalca
Fitting models for data – II
11:00-13:00, Thursday, July 2, 2009

Chairman – Prof. Jose Rodriguez Avi
Study on the Evaluation of Accelerated Life Test in Weibull Distribution Based on Grey Theory.

Yi Qian, Yuhui Zhou, Jiacheng Pei

Heterogeneous Store-Level Sales Response Models with Endogenous Store Attributes.

Harald Hruschka

Count data regression models in the Spanish bank system. Application for the number of offices per municipality in Andalusia (Spain).

Jose Rodrguez-Avi, Maria Jos Olmo-Jimenez, Ana Maria Martinez-Rodriguez, Antonio Conde-Sanchez, Antonio Josefez-Castillo

The Minimum Density Power Divergence Approach in building Robust Regression Models.

Alessandra Durio, Ennio Davide Isaia
Bayesian inference
11:00-13:00, Thursday, July 2, 2009

Chair Dr Alessandra Durio
Bayesian relative sensitivity in a real case of replacement priorities.

J.P. Arias-Nicoles

Empirical Bayes Approch for Small Rates Estimation.

Leonidas Sakalauskas

Modelling the Geographic Dependendence of Risk in Household Insurance.

Laszlo Markus

Towards Applying UML for Modeling HMM-Based Speech Recognition Systems.

Darius Silingas, Laimutis Telksnys
Hidden Markov and semi-Markov processes - I
11:00-13:00, Thursday, July 2, 2009

Prof. Vladimir Malugin
Exact Filtering and Smoothing in Markov Switching Systems Hidden with Gaussian Long Memory Noise.

Wojciech Pieczynski, Noufel Abbassi, Mohamed Ben Mabrouk

Exact Smoothing in Hidden Conditionally Markov Switching Chains.

Wojciech Pieczynski

On one approach to study of departure process in batch arrival queues with multiple vacations.

Wojciech Kempa

Asymptotically Robust Invariant Algorithms for Overcoming Nonparametric Uncertainty of PDF and Parametric Uncertainty of Scaling and Shift Parameters.

Veniamin Bogdanovich, Aleksey Vostretsov
Fitting models for data – III
14:00-16:00, Thursday, July 2, 2009

Chairman – Prof. Harald Hrushka
Fitting the academic pass rates by an extension of the bivariate beta-binomial distribution.

Maria JoseOlmo-Jimenez, Ana Maria Martinez-Rodriguez, Antonio Conde-Sanchez, Jose Rodriguez-Avi, Silverio Vilchez-Lopez

A New Goodness of Fit Test for the Logistic Distribution.

Sneh Gulati, Samuel Shapiro

Structural selection in latent class models.

Anatoli Michalski

Probabilistic modelling of soil water in a semiarid banded vegetation system.

Laimonis Kavalieris, Tim Ellis
Hidden Markov and semi-Markov processes - II
14:00-16:00, Thursday, July 2, 2009

Chair Prof. Wojciech Kempa
Logic-and-probabilistic models of heterogeneous multidimensional time series.

Svetlana Nedelko

A Non-homogeneous semi-Markov disability insurance models.

Guglielmo D Amico, Montserrat Guillen, Raimondo Manca

Exact Bayesian Prediction in non-Gaussian Markov-Switching Model.

Noemie Bardel, Fransois Desbouvries

Inference in two-sex branching models with random control on the number of progenitor couples.

Manuel Molina, Manuel Mota, Alfonso Ramos
Multidimensional Scaling and Multi-way Data Analysis.
14:00-16:00, Thursday, July 2, 2009

Chair Habil. Dr. Julius Zilinskas
A new approach for outlying records in bioequivalence trials.

Denis Enachescu, Cornelia Enachescu

Dependence of the Laplacian Eigenmaps method and its modification on the parameters.

Rasa Karbauskaite, Gintautas Dzemyda

Investigation of Quality of Mapping Vectors Obtained by Quantization Methods.

Olga Kurasova, Alma Molyte

Dual MFA versus a Two Step Factor Method. Application to an On-line Market Survey.

Karmele Fernandez-Aguirre, M. Isabel Landaluce-Calvo, Juan Ignacio Modro-Herren

Reliability and survival analysis - I
14:00-16:00, Thursday, July 2, 2009

Chair Dr. Valeria D‘Amato
Probability methods in DEA.

Hamidreza Mostafaei

Shock and wear models under matrix-analytic methods.

Rafael Perez-Ocana, M. Carmen Segovia

Risk Models with Extremal Subexponentiality.

Dimitrios Konstantinides

The Transition from University to First Employment: A non Parametric Survival Approach of the Greek Social Science Graduates.

Foteini Kougioumoutzaki, Dimitios Kalamaras, Aglaia Kalamatianou

A multivariate lifetime model based on generalized exponential distributions.

Manuel Franco, Juana-Maria Vivo

Reliability and survival analysis - II
16:30-18:30, Thursday, July 2, 2009

Chair Dr. Rafael Perez-Ocana
Efficient Bootstrap applied to the Poisson Log-Bilinear Lee Carter Model.

Valeria D'Amato, Steven Haberman, Maria Russolillo

BayRAM: An Architecture for Bayesian Assessment of Reliability, Availability and Maintainability of Hardware/Software Systems.

Javier Cano, David Rios Insua

The Weibull-Logarithmic Distribution in Lifetime Analysis and its Properties.

Vasile Preda, Roxana Ciumara

Survival Function Estimation for Time-Duration of Studies Data: A Proportional Hazards Approach.

Dimitrios Bagkavos, Aglaia Kalamatianou

Fitting models for data - IV
16:30-18:30, Thursday, July 2, 2009.

Chair Dr. Roxana Ciumara
Testing for specific models in regression on functional variable.

Delsol Laurent, Ferraty Frederic, Vieu Philippe

Regression models for categorical functional data.

Cristian Preda

Change Point Detection by Sparse Parameter Estimation. Jirzi Neubauer, Vezslav Vesely

Modeling and Prediction of Bivariate Extremes for Wind Speed Data.

Pal Rakonczai, Nader Tajvidi

Evaluation and comparison of some interpolation methods to predict pH and Electrical Conductivity spatial distribution released by ashes after a wildfire.

Paulo Pereira, Xavier Albeda
XIII Stream: Advances in Cluster Analysis
16:30-18:30, Thursday, July 2, 2009

Chair Prof Adilson Elias Xavier
Classification and Clustering of GARCH Time Series.

Demetrios Papanastassiou

The Extended Hyperbolic Smoothing Clustering Method.

Adilson Elias Xavier, Vinicius Layter Xavier

A new global k-means algorithm for clustering large data sets.

Adil Bagirov, Julien Ugon, Dean Webb

A new algorithm to solve the classification problems.

Alberto Moreno, Michael Souza, Adilson Xavier

About the largest subtree common to several phylogenetic trees.

Alain Guenoche, Henri Garreta, Laurent Tichit
IX Stream: Support Vector Mashines
16:30 – 18:30, Thursday, July 2, 2009

Chair Dr. Vaida Bartkute-Norkuniene
An incremental approach for construction of a piecewise linear classifier.

Adil Bagirov, Julien Ugon, Dean Webb

The Hyperbolic Smoothing Approach for Solving a Support Vector Machine Problem: New Improvements.

Adilson Elias Xavier, Victor Stroele de Andrade Menezes, Patricia Curvelo Rodrigues

Visualization of Support Vectors.

Olga Kurasova

Stochastic Approximation for Semi-supervised Non-linear SVMs Binary Classification.

Vaida Bartkute-Norkuniene

Radius-margin bound on the leave-one-out error of the LLW-M-SVM.

Yann Guermeur, Emmanuel Monfrini
Poisson and Markov processes - IV
16:30-18:30, Thursday, July 2, 2009

Chair Prof Vasile Preda
The Expectation- Maximization Algorithm: Gaussian Case.

Iuliana Iatan

Artificial Immune Recognition Systems (AIRS) for the Prediction of Stock Market Return: The Case of the Istanbul Stock Exchange.

Melek Acar Boyacioglu, Kemal Polat, Seraleen

Hurst analysis of Baltic sector indices.

Svetlana Danilenko

QAMML distributions : a spell to break the course of dimensionality for stochastic process.

Etienne Cuvelier, Monique Noirhomme-Fraiture

Poisson and Markov processes - V
8:30-10:30, Friday, July 3, 2009

Chair Prof. Remigijus Leipus
Logistic system based on agents clustering using fuzzy and neural methods

Ioan Constantin Tarca, Tiberiu Vesselenyi, Florin Blaga, Lehel Szabolcs Csokmai, Radu Catalin Tarca

A Hybrid Method for Estimating Parameters of Wiener Process Observable with Noise.

Antanas Zilinskas

Identification of winter precipitation patterns with a Factor Analysis (FA) in a mountain area of Sierra Nevada (Southern Iberian Peninsula).

Marc Oliva, Paulo Pereira

Estimation of the Three-Parameter Weibull Distribution with Applications to Large-scale data sets.

Vaida Bartkute-Norkuniene, Leonidas Sakalauskas

Reliability and survival analysis - III
8:30-10:30, Friday, July 3, 2009

Chair Prof. Mariano J. Valderrama
Regression models with right-truncated data. Applications to the analysis of the incubation time in a sample of AIDS-diagnosed patients.

Ana Lara-Porras, Yolanda Roman-Montoya, M.Luz Gamiz

Survival probability analysis of deteriorating members and systems

Antanas Kudzys, Ona Lukoseviciene

Optimal Sampling Size Allocation for Multi-level Stress Testing with Extreme Value Regression.

C.Y. Ka, P.S. Chan, H.K. T. Ng, N. Balakrishnan

Statistical Analysis of Progressively Hybrid Censoring Scheme and Adaptive Progressively Hybrid Censoring Scheme from Extreme Value Distribution.

P.S. Chan, H.K. Ng, C.T. Lin, M.Y. Mak
II Stream: Functional data analysis
8:30-10:30, Friday, July 3, 2009

Chair Prof. Ana M. Aguilera
Functional Modelling in Environmetrics.

Francisco A. Ocana-Lara, Mariano J. Valderrama, Francisco M. Ocana-Peinado, Manuel Escabias

Functional estimation of the random rate of a Cox process.

Paula R. Bouzas, Mariano J. Valderrama, Ana M. Aguilera, Nuria Ruiz-Fuentes

A smoothing algorithm for the intensity of a doubly stochastic Poisson process.

Rosa M. Fernandez-Alcala, Jesus Navarro-Moreno, Juan C. Ruiz-Molina

On Types of Almost Periodicity for Random Signals.

Ioan Golet
IV Stream: Stochastic insurance model.
8:30-10:30, Friday, July 3, 2009

Chair Prof. Raimondo Manca
An Unified Approach for Optimal Retention in a Stop-Loss Reinsurance under the VaR and CTE Risk Measures.

Vasile Preda, Silvia Dedu, Roxana Ciumara

Migrations of heterogeneous population of drivers across classes of the Bonus-Malus system.

Wojciech Otto

Equity risk for insurance liabilities: the duration syndrom.

Pierre Devolder

On simulation of ruin using integrated tail distribution.

Ants Kaasik, Kalev Parna
V Stream: Limit behaviour of stochastic processes and applications - II
11:00-13:00, Friday, July 3, 2009

Chair Prof. Kestutis Kubilius
Boundary problems for stochastic equations and stochastic markovian fields.

Khaldi Khaled, Bouzaghti Yamina

Discounted payments theorems for large deviations.

Leonas Saulis, Dovile Deltuviene

On estimation and asymtotics of the Hurst index of solutions of stochastic integral equations.

Kestutis Kubilius, Dmitrij Melichov

On a class of SDEs with Markovian Switching and applications to electronics circuits.

Romeo Negrea, Ciprian Preda, Horia Carstea, Ciprian Hedrea
Reliability and survival analysis - IV
11:00-13:00, Friday, July 3, 2009

Chair Prof. Vilmos Prokaj
Discriminating Between Lifetime Distributions.

Reza Pakyari

Alternating Renewal Processes with Correlated Components.

Revaz Kakubava

Dynamic reliability and uncertainty analysis of delayed hybrid system

Robertas Alzbutas

Probabilistic modelling and sensitivity analysis of aircraft crash considering uncertain data

Kristina Kupciuniene, Robertas Alzbutas

Modelling of the Multiproduct Inventory Problem with Resources Limitation.

Eugene Kopytov, Leonid Greenglaz, Aivars Muravjovs
XI Stream: Far-reaching applications in statistics –I
11:00-13:00, Friday, July 1, 2009

Chair Prof. Muigan Tez
Modified Two-Stage Least Squares Method.

Barkgil, Aydyn Erar

On The Relationship Mathematical Programing and Regression Analysis.

I.Mufit Giresunlu, Esra Ertan

A comparative study of classification models.

Birsen Eygi Erdogan

On The Multicollinearity in Nonlinear Regression.

Mujgan Tez, Kadri U. Akay, Ali Erkoc
XVI Stream: Stable Models in Finance
11:00-13:00, Friday, July 3 2009

Chair Prof. Svetlozar Rachev
Crash and volatility models. I.

Svetlozar Rachev

Crash and volaitility models II

Aaron Kim

MAD approach for portfolio management with stable assets.

Audrius Kabasinskas, Igoris Belovas, Leonidas Sakalauskas

Properties of selling and purchasing prices.

Gheorghita Zbaganu, Marius Radulescu

Statistical inference for Stochastic processes

14:00 – 16:30, Friday, July 3, 2009

Chair Prof. Antanas Zilinskas
Robust performance hypothesis testing with the Sharpe ratio.

Olivier Ledoit, Michael Wolf

Global stationarity and existence of Threshold ARMA models.

Marcella Niglio, Cosimo Damiano Vitale

Monte Carlo Methods for Parameter Estimation in Nonlinear Diffusions.

Yuan Shen, Dan Cornford, Cedric Archambeau, Manfred Opper

Exceedance-Type Test against Lehmann Alternatives.

Eugenia Stoimenova

Multiphasic individual growth models in random environments.

Patricia A. Filipe, Carlos A. Braumann, Carlos J. Roquete
VI Stream: Computation-Intensive Methods in Insurances.
14:00 – 16:30, Friday, July 3, 2009

Chair Prof. Laszlo Markus
Risk Modeling for Future Cash Flow Using Skew t-copula.

Gaida Pettere, Tonu Kollo

Probabilistic Forecast for Outstanding Claims Liabilities.

Miklos Arato

Solvency IIThe New Period in European System of Insurance.

Jarmila Slechtova

Proposal selection in MCMC simulation.

Vilmos Prokaj

Adaptive reduced-bias tail index and value-at-risk estimation

Ivette Gomes, Sandra Mendonca, Dinis Pestana
Neural Networks
14:00-16:30, Friday, July 3, 2009

Chair Dr. Olga Kurasova
Application of Neural Network in Design of Porous Insulators.

Mahshid Fardadi, Aminreza Noghrehabadi, siamak Kazemzadeh Hannani

Selection of the learning database elements for El-Dorra neural network technology.

Omari Abdallah

Forecasting CPI Using a Neural Network with Fuzzy Inference System.

Ucenic Camelia Ioana, Atsalakis George

Influence of the neuron activation function on the multidimensional data visualization quality.

Gintautas Dzemyda, Sergejus Ivanikovas, Viktor Medvedev

Enhanced Supervision of Automatic Teller Machines via Autoassociative Neural Networks.

Rimvydas Simutis, Darius Dilijonas, Lidija Bastina
XI Stream: Far-reaching applications in statistics –II
14:00 – 16:30, Friday, July 3, 2009

Chair Dr Kadri U. Akay
Dealing With Overdispersion in Logistic Regression.

Birsen Eygi Erdogan

On some estimators under a multivariate multiple linear model and associated reduced model

Nesrin Guler, Halim Ozdemir, Mujgan Tez

On The Confidence Intervals For Mean Response In Experiments With Mixtures.

Kadri Ulas Akay

Outlier Components For Time Series Models.

Ahmet Kaya, Nurkut Nuray Urgan
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