Journal of Computational Statistics and Modeling
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ارسال های اخیر
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A Copula-based estimator for the Sharpe Ratio of a two-asset portfolio
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)Performance measures are essential for evaluating portfolio performance in the risk management and fund industries, with the Sharpe ratio being a widely adopted risk-adjusted metric. This ratio compares the excess ...
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Feature Selection in High Dimensional Datasets based on Adjacency Matrix
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)Feature selection is crucial to improve the quality of classification and clustering. It aims to enhance machine learning performance and reduce computational costs by eliminating irrelevant or redundant features. However, ...
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The Exponentiated New XLindley Distribution: Properties, and Applications
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01) In this paper, we introduce a new extension of the XLindley distribution, called the exponentiated new XLindley distribution. The new model has an increasing or bathtub-shaped hazard rate function, making it suitable ...
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A new optimum statistical estimation of the traffic intensity parameter for the M/M/1/K queuing model based on fuzzy and non-fuzzy criteria
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)This article focuses on the M/M/ 1 /K queuing model. In this model, the inter-arrival times ofcustomers to the system are random variables with an exponential distribution parameterized by λ , andthe service times of ...
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Business Intelligence in Management of Knowledge Assets: Co-Word Analysis of Scientific Productions
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)The purpose of this research is to explain the application of business intelligence in managing knowledge assets, utilizing the co-word analysis technique on scientific productions related to "knowledge assets management ...
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Blood glucose range, direction, and abnormal value prediction based on regular and NPH insulin doses using machine learning and statistical methods
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)The diabetes data set gathered by Michael Kahn, at Washington University, St. Louis, MO, which is available online at UCI machine learning repository is one of the rarely used data sets, specially for glucose prediction ...
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The Beta Modified Exponential Power Series Distribution: Properties and Applications
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)We propose a novel parametric distribution, termed the Beta Modified Exponential Power Series (BMEPS) distribution, capable of modeling increasing, decreasing, bathtub-shaped, and unimodal failure rates. Constructed from ...
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The vector autoregressive model with asymmetric shocks for the new cases and the new deaths of Covid-19 in Iran
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)AbstractThe novel corona virus (covid-19) spread quickly from person to another and one of the basic aspects of the country management has been to prevent the spread of this disease. So the prediction of its expansion is ...
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Automatic evaluation of record linkage methods in the expert system of producing statistical registers: string metric approach
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)Record linkage is a tool used to gather information and data from different sources. It is used in activities related to government, such as e-government and the production of register-based data. This method compares the ...
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INTELLIGENT MODELING OF PERSIAN VERNACULAR ARCHITECTURE BASED ON THE FUZZY DELPHI METHOD (FDM)
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)By focusing on the fuzzy Delphi technique (FDM), the current research introduces a novel approach to modeling Persian vernacular architecture. Fuzzy Delphi is a more advanced version of the Delphi Method, which utilizes ...
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A New Approach Based on Business Intelligence and Bayesian Network for Analysis of Corporate Accounting Systems
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)Due to the inherent complexity and increasing competition, today's business environment requires new approaches in organizing and managing. One of the new approaches is business intelligence, which is the most critical ...
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The impact of audit quality on reducing collateral facilities and the role of major shareholders in listed companies of Tehran exchange market
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2023-12-01)The purpose of this paper was to investigate the impact of audit quality on the reduction of collateral facilities, taking into account the role of major shareholders in companies listed on the Tehran Stock Exchange during ...
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A Bayesian Semiparametric Random effect model for Meta-Regression
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2021-12-01)In this paper, we will introduce a Bayesian semiparametric model concerned with both constant and coefficients. In Meta-Analysis or Meta-Regression, we usually use a parametric family. However, lately the increasing tendency ...
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Static Sign Language Recognition Using Depth Data Based on Geometric Features
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2021-12-01)Deaf people or people with hearing loss have a major problem in everyday communication. There are many applications available in the market to help blind people to interact with the world. Voice-based email and chatting ...
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Routing optimization in Wireless Sensor Networks to increase network life by managing network energy
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2021-12-01)One of the important challenges in Wireless Sensor Networks is to proceeds data transmission in a way that tries to increase the life of the network. One of the main issues is the reduction of latency in the node and energy ...
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New Adaptive Monte Carlo algorithm to solve financial option pricing problems
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2021-12-01)In this paper, a new adaptive Monte Carlo algorithm is proposed to solve the systems of linear algebraic equations arising from the Black–Scholes model to price European and American options. The proposed ...
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Estimation of Fixed Parameters in Negative Binomial Mixed Model Using Shrinkage Estimators
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2021-12-01)In this paper, we consider the problem of parameter estimation in {color{blue} negative binomial mixed model} when it is suspected that some of the fixed parameters may be restricted to a subspace via linear shrinkage, ...
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Estimation for the Reliability Characteristics of a Family of Lifetime Distributions under Progressive Censoring
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2021-12-01)In this paper, the probability of failure-free operation until time t, along with the probability of stress-strength, based on progressive censoring data is studied in a family of lifetime distributions. Since the number ...
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Assessment and modeling of Interval-Valued Variables in Generalized Linear Models
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2021-12-01)Interval-valued data are observed as ranges instead of single values and contain richer information thansingle-valued data. Meanwhile, interval-valued data are used for interval-valued characteristics. An intervalgeneralized ...
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Semiparametric Ridge Regression for Longitudinal Data
(Allameh Tabataba’i University PressAllameh Tabataba'i University, 2020-06-01)This paper considers an extension of the linear mixed model, called semiparametric mixed effects model, for longitudinal data, when multicollinearity is present. To overcome this problem, a new mixed ridge estimator is ...
