Results 71 to 80 of about 1,226,739 (241)

Evaluating key predictors of breast cancer through survival: a comparison of AFT frailty models with LASSO, ridge, and elastic net regularization

BMC Cancer
Background Frailty models are extensively utilized in survival analysis to address unobserved heterogeneity among individuals. However, selecting the most robust model for survival prediction, especially in the context of high-dimensional data, continues
Senyefia Bosson-Amedenu, Emmanuel Ayitey, Francis Ayiah-Mensah, Luyton Asare   +3 more
doaj   +1 more source

Sparse Causal Dynamic Linear Regression

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley   +1 more source

Assessing cognitive growth in mathematics using multinomial logistic regression within Bloom’s taxonomy in higher education

Discover Education
Background Understanding how students transition through cognitive levels in mathematics remains central to curriculum design and quality learning assessment.
Senyefia Bosson-Amedenu, Emmanuel Mensah Baah, John Awuah Addor, Francis Ayiah-Mensah, Anthony Joe Turkson, Theodore Oduro-Okyireh   +5 more
doaj   +1 more source

Covariate-stratified analysis of prostate cancer and competing risk mortality in Ghana: A bootstrapped survival analysis approach

Scientific African
Prostate cancer remains a major health concern in sub-Saharan Africa, where late-stage presentation and comorbidities complicate survival estimation and treatment planning.
Senyefia Bosson-Amedenu, Anthony Joe Turkson, Emmanuel Ayitey, Emmanuel Mensah Baah, Francis Ayiah-Mensah, John Awuah Addor   +5 more
doaj   +1 more source

Insight into the dynamics of non-Newtonian Casson fluid over a rotating non-uniform surface subject to Coriolis force

Nonlinear Engineering, 2020
Casson fluid model is the most accurate mathematical expression for investigating the dynamics of fluids with non-zero plastic dynamic viscosity like that of blood. Despite huge number of published articles on the transport phenomenon, there is no report
Oke Abayomi S., Mutuku Winifred N., Kimathi Mark, Animasaun Isaac L.   +3 more
doaj   +1 more source

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +1 more source

Managing uncertainty:financial, actuarial and statistical modelling. [PDF]

present value; Value; Actuarial;
Dewachter, Hans, Willekens, Marleen, Dhaene, Geert, Schoutens, Wim, Croux, Christophe, Claeskens, Gerda, Gijbels, Irène, Goovaerts, Marc, Beirlant, Jan, Dhaene, Jan, Degryse, Hans, Hubert, Mia, Roodhooft, Filip   +12 more
core  

Calculation of Bayes Premium for Conditional Elliptical Risks [PDF]

, 2012
In this paper we discuss the calculation of the Bayes premium for conditionally elliptical multivariate risks. In our framework the prior distribution is allowed to be very general requiring only that its probability density function satisfies some ...
Hashorva, E., Kume, Alfred, Hashorva, Enkelejd, Kume, A.   +3 more
core   +1 more source

Cyber Risk Management: A New Challenge for Actuarial Mathematics

, 2018
A specific kind of insurance that is emerging within the domain of cyber-systems is that of cyber-insurance. It allows for transferring the residual risk associated with network and computer incidents to a third party. Insurance companies are increasingly offering such policies, in particular in the USA, but also in Europe. The emerging trends in cyber
Maria Francesca Carfora, Albina Orlando, Fabio Martinelli, Francesco Mercaldo, Artsiom Yautsiukhin   +4 more
openaire   +4 more sources

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source