Tentative Programme of ASMDA-2009
Opening
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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