ASMDA - 2009 : XIII International Conference

Tentative Programme of ASMDA-2009

Please, find the Volume of Abstracts of ASMDA-2009 here.

Registration

The registration of ASMDA-2009 participants will take place

in the "Panorama hotel", Sodu str. 4 at

June 29 , 2009, 15:00 - 22:00

June 30, 2009, 8:00-9:00

I Plenary Session

Chair Prof. Leonidas Sakalauskas - 9:00-11:00, Tuesday, June 30, 2009

Opening

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

Supervised and Unsupervised Linear Methods for Functional Data Analysis
Prof. Gilbert Saporta, CNAM, Paris, France

II Plenary Session

Chair Prof Gilbert Saporta - 9:00-10:30, Wednesday, July 1, 2009

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

Stable and tempered stable processes
Prof. Svetlozar Rachev, Aaron Kim, University of Karlsruhe, Germany

III Plenary Session

Chair Prof. Alessandra Durio - 9:00-10:30, Thursday, July 2, 2009

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

Rough functions and p-variation calculus

Prof. Rimas Norvaisa, Institute of Mathematics and Informatics, Lithuania

Contributed and Stream Sessions

Data and Text Mining - I

Chair Prof Jiri Neubauer - 11:30-13:00, Tuesday, June 30, 2009

Interpretive Latent Semantic Analysis.
Christian Mauceri

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

K.Y. Szeto, Yunbo Guo

A parametric method for pattern classification

Iuliana Iatan

Stream: Limit behaviour of stochastic processes and applications - I

Chair Prof. Ekaterina Bulinskaya - 11:30-13:00, Tuesday, June 30, 2009

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

Stream: Statistical estimation under irregular sampling.

Chair Prof. Vladimir Zajats - 11:30-13:00, Tuesday, June 30, 2009

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

Poisson and Markov processes – I

Chair Prof. Wojciech Pieczynski - 11:30-13:00, Tuesday, June 30, 2009

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

Collisions in stochastic multi-component systems.
Anatoly Manita

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

Chair Prof K.Y. Szeto - 14:00-16:00, Tuesday June 30, 2009

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

Can we utilize the neural-fuzzy systems in the artificial learning fields?
Lidia Cristea, Enona Cristea

Fuzzy Model Applied to Forecast the Promotional Expenses.
Ucenic Camelia Ioana, Bacali Laura, Trif Carmen

Stream: Stochastic Modelling for Health Care Management.

Chair Prof. Sally McClean - 14:00-16:00, Tuesday, 2009

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

Stream: Stochastic Modelling and Applications

Chair Prof Christos Skiadas - 14:00-16:00, Tuesday, June 30, 2009

Negative Dependence and the Simes Inequality
Henry W. Block

Dynamic modeling of life table data of EU countries
Charilaos Skiadas, George Matalliotakis and Christos H. Skiadas

First Exit Time Modelling of Life Table Data
Christos H. Skiadas and Charilaos Skiadas

Stream: Stochastic Modelling for Classification Problems

Chair Prof. Zeev Volkovich - 14:00-16:00, Tuesday, June 30, 2009

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.
Shlomi Dolev, Sergei Frenkel

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

Poisson and Markov processes – II

Chair Prof. Vilijandas Bagdonavicius - 16:30-18:30, Tuesday, June 30, 2009

Continuous Sampling Plan under Quadratically Varying Acceptance Cost.
Mavroudis Elefteriou, Nicolas Farmakis

Exact Results for Variable Wager HI-LO.
James Freeman

The Analyses of Individual Patient Pathways: Investigating Regional Variation in COPD readmissions.
Shola Adeyemi, Eren Demir, Thierry Chaussalet

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

Discriminant and Regression Analysis – I

Chair Dr. Kestutis Ducinskas - 16:30 – 18:30, Tuesday, June 30, 2009

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

Fitting models for data – I

Chair Prof. Boris Lemeshko - 16:30-18:30, Tuesday, June 30, 2009

Probabilistic modelling of soil water in a semiarid banded vegetation system.
Laimonis Kavalieris, Tim Ellis

Measuring output gap in Lithuania 1997-2007.
Jurga Ruksenaite

Modelling Lithuania‘s Inflation: Application of VAR Model. 4
Ana Cuvak, Zilvinas Kalinauskas

Adequacy testing of two methods for modelling spatial time series
Laura Saltyte

Decision and Controlled Processes

Chair Prof. Jang Shiltz - 16:30 – 18:30, Tuesday, June 30, 2009

On Uniformly Optimal Control in an Information Theory.
Pavel Katyshev

Application of chaos theory to analysis of computer network traffic.
Liudvikas Kaklauskas, Leonidas Sakalauskas

Empirical Bayes Approach for Small Rates Estimation.
Leonidas Sakalauskas

Logic-and-probabilistic models of heterogeneous multidimensional time series.

Svetlana Nedelko

Stream: Stochastic Modelling in Finance.

Chair Prof. Leonidas Sakalauskas - 11:00 – 13:00, Wednesday, July 1, 2009

Multistage Portfolio Optimization.
Cristinca Fulga

Evolution of a credit portfolio using the CreditMetrics method and simulation techniques at the bank level
Stelian Stancu, Gabriela Sava, Iuliana Gegea

On Stochastic Multicriteria Decision Analytics and Artificial Intelligence for Efficient Stock Trading.
Gordon Dash, Nina Kajiji, John Forman

Analysis of automated interbank settlement algorithms
Donatas Baksys, Leonidas Sakalauskas

Stream: Multi-Way Data Analysis

Chair Prof. Jerome Pages - 11:00 – 13:00, Wednesday, July 1, 2009

Comparison of different panels sorting tasks with hierarchical multiple factor analysis.
Monica Becue-Bertaut, Berenice Colmenares, Sebastien Lee

Batch Process Monitoring by Three-way Data Analysis Approach.
Ndoye Niang, Flavio Fogliatto, Gilbert Saporta

Multiblock Redundancy Analysis. Application to epidemiological surveys.
Stephanie Bougeard, El Mostafa Qannari

Missing values in categorization.
Marine Cadoret, Sebastien Lee, Jerome Pages

Classification and Documentation

Chair Prof. Wojciech Kempa - 11:00 – 13:00, Wednesday, July 1, 2009

The next generation of data analysis tools.
Alexandros Karakos, Pericles Karakos

Application of statistical shape analysis to the classification of renal tumours appearing in early childhood.
Stefan Giebel, Jens-Peter Schenk, Jang Schiltz

Depth based classification.
Ondrej Vencalek

Stream: Computation-Intensive Methods in Insurances - I

Chair Prof. Laszlo Markus - 11:00 – 13:00, Wednesday, July 1, 2009

Modelling the Geographic Dependences of Risk in Household insurance
Laszlo Markus

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

Poisson and Markov processes – III

Chair Prof Nicolas Farmakis - 14:00 – 15:30, Wednesday, July 1, 2009

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

Monte Carlo Methods

Chair Prof. Pavel Katyshev - 14:00 – 15:30, Wednesday, July 1, 2009

MCMC for estimation of skew t-distribution
Leonidas Sakalauskas, Ingrida Vaiciulyte

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

Global Optimization Oriented Stochastic Interval Arithmetic.
Antanas Zilinskas, Julius Zilinskas

Data and Text Mining - II

Chair Prof. Demetrios Papanastassiou - 14:00 – 15:30, Wednesday, July 1, 2009

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

Identifying trends and outliers in NYSE industrial categories.
Andreea Dragut, Maria Dragut

Fitting models for data – II

Chair Prof. Adil Bagirov - 14:00 – 15:30, Wednesday, July 1, 2009

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

The Minimum Density Power Divergence Approach in building Robust Regression Models.
Alessandra Durio, Ennio Davide Isaia

A probabilistic approach for evaluating the sensitivity to Fake Data in Structural Equation Modeling.
Luigi Lombardi, Massimiliano Pastore

Discriminant and Regression Analysis - II

Chair – Prof. Harald Hrushka - 11:00-13:00, Thursday, July 2, 2009

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

An analysis regarding the impact of shocks to capital on a soft insurance market.
Raluca Meda Antal, Gabriela Maria Mihalca

Stream: Stable Models in Finance

Chair Prof. Svetlozar Rachev - 11:00-13:00, Thursday, July 2 2009

Crash and volatility models. I.
Svetlozar Rachev

Crash and volatility models II
Aaron Kim

MAD approach for portfolio management with stable assets.
Audrius Kabasinskas, Igoris Belovas, Leonidas Sakalauskas

Hidden Markov and semi-Markov processes - I

Prof. Yuriy Kharin - 11:00-13:00, Thursday, July 2, 2009

Exact Filtering and Smoothing in Markov Switching Systems Hidden with Gaussian Long Memory Noise.
Wojciech Pieczynski, Noufel Abbassi, Mohamed Ben Mabrouk

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

Exact Smoothing in Hidden Conditionally Markov Switching Chains.
Wojciech Pieczynski

Multidimensional Scaling and Multi-way Data Analysis

Chair Habil. Dr. Julius Zilinskas - 11:00-13:00, Thursday, July 2, 2009

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

Modelling of the Multiproduct Inventory Problem with Resources Limitation.
Eugene Kopytov, Leonid Greenglaz, Aivars Muravjovs

Hidden Markov and semi-Markov processes - II

Chair – Prof. Jose Rodriguez-Avi - 14:00-16:00, Thursday, July 2, 2009

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

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
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

Reliability and survival analysis - I

Chair Prof. Valeria D‘Amato - 14:00-16:00, Thursday, July 2, 2009

Stochastic models for reliability of parallel system with physical intercations of its components

Jerzy Filus, Lidia Filus

A multivariate lifetime model based on generalized exponential distributions.
Manuel Franco, Juana-Maria Vivo

Shock and wear models under matrix-analytic methods.
Rafael Perez-Ocana, M. Carmen Segovia

Modelling Stroke Patient Pathways using Survival Analysis and Simulation Modelling

Maria Barton, Sally McClean, Lalit Garg, Ken Fullerton

Stream: Support Vector Mashines

Chair Dr. Vaida Bartkute-Norkuniene - 14:00 – 16:00, Thursday, July 2, 2009

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

Statistical inference for Stochastic processes

Chair Prof. Antanas Zilinskas - 14:00 – 16:00, Thursday, July 2, 2009

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

Reliability and survival analysis - II

Chair Dr. Rafael Perez-Ocana - 16:30-18:30, Thursday, July 2, 2009

Efficient Bootstrap applied to the Poisson Log-Bilinear Lee Carter Model.
Valeria D'Amato, Steven Haberman, Maria Russolillo

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

An Unified Approach for Optimal Retention in a Stop-Loss Reinsurance under the VaR and CTE Risk Measures.
Vasile Preda, Silvia Dedu, Roxana Ciumara

Stream: Functional data analysis

Chair Prof. Ana M. Aguilera - 16:30-18:30, Thursday, July 2, 2009

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

Testing for specific models in regression on functional variable.
Delsol Laurent, Ferraty Frederic, Vieu Philippe

Regression models for categorical functional data.
Cristian Preda

Stream: Advances in Cluster Analysis

Chair Prof Adilson Elias Xavier - 16:30-18:30, Thursday, July 2, 2009

A new global k-means algorithm for clustering large data sets.
Adil Bagirov, Julien Ugon, Dean Webb

The Extended Hyperbolic Smoothing Clustering Method.
Adilson Elias Xavier, Vinicius Layter Xavier

Classification and Clustering of GARCH Time Series.
Demetrios Papanastassiou

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

Poisson and Markov processes - IV

Chair Prof. Ivette Gomes - 16:30-18:30, Thursday, July 2, 2009

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 curse of dimensionality for stochastic process.
Etienne Cuvelier, Monique Noirhomme-Fraiture

Poisson and Markov processes - V

Chair Prof. Remigijus Leipus - 8:30-10:30, Friday, July 3, 2009

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

Application of Order Statistics to termination of Stochastic Approximation

Vaida Bartkute-Norkuniene, Leonidas Sakalauskas

Mixture model and Probabilistic approach to Clustering

Chair – Prof. Massimiliano Pastore - 8:30-10:30, Friday, July 3, 2009

Comparison of EM and SEM Algorithms in Poissonn Regression Models

Susana Faria

Clustering in Fisher discriminant subspaces

Charles Bouveyron

Canonical measures of a colored disordered lattice gas

Halim Zeghdoudi

Community Detection using Intelligent Clustering Tecniques and Sub-matrix Density Ordering

Tianzhu Liang

Stream: Stochastic insurance model.

Chair Prof. Raimondo Manca - 8:30-10:30, Friday, July 3, 2009

The interplay between financial and demographic risks in a pension annuity system.
Valeria D‘Amato, Emilia Di Lorenzo, Maria Russolillo, Marilena Sibillo

A Monte-Carlo semi Markov claim reserve model
Elena Biffi, Jacques Janssen, Raimondo Manca

A Non-homogeneous semi-Markov disability insurance models.
Guglielmo D Amico, Montserrat Guillen, Raimondo Manca

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

Reliability and survival analysis - III

Chair Prof. Mariano Valderrama - 8:30-10:30, Friday, July 3, 2009

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

Survival probability analysis of deteriorating members and systems
Antanas Kudzys, Ona Lukoseviciene

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

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

Stream: Limit behaviour of stochastic processes and applications - II

Chair Prof. Oleg Seleznjev - 11:00-13:00, Friday, July 3, 2009

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

Fitting models for data - III

Chair Dr. Roxana Ciumara - 8:30-10:30, Friday, July 3, 2009.

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

On Types of Almost Periodicity for Random Signals.
Ioan Golet

Change Point Detection by Sparse Parameter Estimation.
Jiri Neubauer, Vitezslav Vesely

Testing goodness-of-fit of high-dimensional Gaussian mixtures

Gintautas Jakimauskas

Reliability and survival analysis - IV

Chair Prof. Narayanaswamy Balakrishnan - 11:00-13:00, Friday, July 3, 2009

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

Dynamic-entropy monitoring daily state human heart rates.
Valery Antonov, Janush Danilevich, Anatoly Kovalenko, Artem Zagajnov

Stream: Far-reaching applications in statistics –I

Chair Prof. Muigan Tez - 11:00-13:00, Friday, July 3, 2009

Modified Two-Stage Least Squares Method.
Baris Asikgil, 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

Discriminant and Regression Analysis - III

Chairman – Prof. Yann Guermeur - 14:00-16:00, Friday, July 3, 2009

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

Non Gaussian autoregressive time series models.
Kuttykrishnan A.P.

A two-dimensional analytic solution for rotation in MUltiple Correspondence Analysis
Marie Chavent, Vanessa Kuentz, Jerome Saracco

A criterion for selecting the number of slices and the dimension of the model in SIR and SAVE approaches
Benoit Liquet, Jerome Saracco

Stream: Computation-Intensive Methods in Insurances

Chair Prof. Vilmos Prokaj - 14:00 – 16:00, Friday, July 3, 2009

Adaptive reduced-bias tail index and value-at-risk estimation
Ivette Gomes, Sandra Mendonca, Dinis Pestana

On simulation of ruin using integrated tail distribution.
Ants Kaasik, Kalev Parna

Risk Modeling for Future Cash Flow Using Skew t-copula.
Gaida Pettere, Tonu Kollo

Risk Models with Extremal Subexponentiality.
Dimitrios Konstantinides

Neural Networks

Chair Dr. Olga Kurasova - 14:00-16:00, Friday, July 3, 2009

Forecasting CPI Using a Neural Network with Fuzzy Inference System.
Ucenic Camelia Ioana, Atsalakis George

Enhanced Supervision of Automatic Teller Machines via Autoassociative Neural Networks.
Rimvydas Simutis, Darius Dilijonas, Lidija Bastina

Logistic system based on agents clustering using fuzzy and neural methods
Ioan Constantin Tarca, Tiberiu Vesselenyi, Florin Blaga, Lehel Szabolcs Csokmai, Radu Catalin Tarca

Influence of the neuron activation function on the multidimensional data visualization quality.
Gintautas Dzemyda, Sergejus Ivanikovas, Viktor Medvedev

Stream: Far-reaching applications in statistics –II

Chair Dr Kadri U. Akay - 14:00 – 16:00, Friday, July 3, 2009

Dealing With Overdispersion in Logistic Regression.
Birsen Eygi Erdogan

Outlier Components For Time Series Models.
Ahmet Kaya, Nurkut Nuray Urgan

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