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08/22/2023
NLP-based detection of systematic anomalies among the narratives of consumer complaints
We develop an NLP-based procedure for detecting systematic nonmeritoriou...
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08/07/2023
Measuring income inequality via percentile relativities
"The rich are getting richer" implies that the population income distrib...
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04/05/2023
Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
To accommodate numerous practical scenarios, in this paper we extend sta...
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12/02/2022
A text analysis for Operational Risk loss descriptions
Financial institutions manage operational risk by carrying out the activ...
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10/30/2022
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
When developing large-sample statistical inference for quantiles, also k...
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07/27/2022
Tail maximal dependence in bivariate models: estimation and applications
Assessing dependence within co-movements of financial instruments has be...
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11/20/2020
Detecting systematic anomalies affecting systems when inputs are stationary time series
We develop an anomaly detection method when systematic anomalies are aff...
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05/12/2019
Functional Correlations in the Pursuit of Performance Assessment of Classifiers
In statistical classification, machine learning, social and other scienc...
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06/16/2018
Detecting intrusions in control systems: a rule of thumb, its justification and illustrations
Control systems are exposed to unintentional errors, deliberate intrusio...
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05/27/2018
Assessing transfer functions in control systems
When dealing with control systems, it is useful and even necessary to as...
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05/27/2018
Assessing monotonicity of transfer functions in nonlinear dynamical control systems
When dealing with dynamical systems arising in diverse control systems, ...
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12/27/2017
Estimating the index of increase via balancing deterministic and random data
We introduce and explore an empirical index of increase that works in bo...
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12/27/2017