M. K. Čiurlionis - Angelas


Publications

You are invited to submit papers for Conference Proceedings according to above mentioned topics and others falling within the scope of the Conference.
The papers, submitted in time and positively evaluated during reviewing, will be published in the Conference Proceedings and delivered during Conference. The Volume of Conference Proceedings will be indexed/abstracted in the ISI Thompson DB of Web of Science.
Papers (6 pages) prepared according to the example and guidelines for Proceedings are only accepted! Please, register/send your abstract (0.3-0.5 pages) and submit papers through our website http://www.mii.lt/asmda-2009/submission.
Deadline for submission of the papers for Proceedings : January 15, 2009.
Those, who don't sent their papers for Proceedings, will have an opportunity to give their talk during conference, too.
Invited, contributed and special streams papers on the subject of the conference will be published after conference in top-rated journals, too. Please, find the Call to special post-conference journal issues here.
                               
Tentative Content of Proceedings of ASMDA-2009

  

Editorial

Leonidas Sakalauskas, Christos Skiadas, Edmundas K. Zavadskas

Advances in Cluster Analysis

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

 

About the largest subtree common to several phylogenetic trees.

Alain Guenoche, Henri Garreta, Laurent Tichit

A new algorithm to solve the classification problems

Alberto Moreno, Michael Souza, Adilson Xavier

 

Classification and Clustering of GARCH Time Series. 

Demetrios Papanastassiou

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

Estimation of Chosen Population Parameters

Wieslawa Dabala

Optimal sampling design for the GLS estimators of the mean parameters for the stationary spatial random process.

Kestutis Ducinskas, Ingrida Borisenko

A probabilistic approach for evaluating the sensitivity to Fake Data in Structural Equation Modeling

Luigi Lombardi, Massimiliano Pastore

Adequacy testing of two methods for modeling spatial time series

Laura Saltyte

Minimizing a Linear objective function with fuzzy relation equation constraints regarding max-as composition

Vahid Zharfi, Abolfazl Mirzazadeh

Computation-Intensive Methods in Insurances

Adaptive reduced-bias tail index and value at risk estimation

M. Ivette Gomes, Sandra Mendonca, Dinis Pestana

On simulation of ruin using integrated tail distribution

Ants Kaasik, Kalev Pärna

Risk Modeling for Future Cash Flow Using Skew t-copula

Gaida Pettere, Tõnu Kollo

An Unified Approach for Optimal Retention in a Stop-Loss Reinsurance under the VaR and CTE Risk Measures

Vasile Preda, Silvia Dedu, Roxana Ciumara

Proposal selection in MCMC simulation

Vilmos Prokaj

Data and Text Mining

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

Interpretive Latent Semantic Analysis

Christian Mauceri

Discriminant and Regression Analysis

On Nonlinear Regression Model for Correspondence Matrix of Transport Network

Alexander Andronov, Diana Santalova

Modelling Lithuania's Inflation: Application of VAR Model

Ana Cuvak, Zilvinas Kalinauskas

The influence of the anisotropy ratio on the expected error rates

Lina Dreiziene, Kestutis Ducinskas

Non - Gaussian autoregressive time series models

A.P. Kuttykrishnan

An empirical investigation of the trade-off and pecking order hypotheses on Romanian market

Gabriela Maria Mihalca, Raluca Meda Antal

Empirical bounds for risk in some machine learning tasks

Victor Nedelko

Exact error rates of the supervised classification based on Markov Random Fields

Lijana Stabingiene, Kestutis Ducinskas

Far-reaching applications in statistics

Modified Two-Stage Least Squares Method

Barıs Asıkgil, Aydın Erar

Asymptotically Robust Invariant Algorithms for Overcoming Nonparametric Uncertainty of PDF and Parametric Uncertainty of Scaling and Shift Parameters

Veniamin Bogdanovich, Aleksey Vostretsov

On some estimators under a multivariate multiple linear model and associated reduced model

Nesrin Guler, Halim Ozdemir, Mujgan Tez

Global Optimization Oriented Stochastic Interval Arithmetic

Antanas Žilinskas, Julius Žilinskas

Fitting models for data

Estimation of the Three-Parameter Weibull Distribution with Applications to Large-scale data sets

Vaida Bartkutė-Norkūnienė, Leonidas Sakalauskas

The Minimum Density Power Divergence Approach in building Robust Regression Models

Alessandra Durio, Ennio Davide Isaia

Models of Statistic Distributions of Nonparametric Goodness-of-fit Tests in Composite Hypotheses Testing in Case of Double Exponential Law

Boris Lemeshko, Stanislav Lemeshko

Change Point Detection by Sparse Parameter Estimation

Jirí Neubauer, Vítezslav Vesely

Fitting the academic pass rates by an extension of the bivariate beta-binomial distribution

María Jose Olmo-Jimenez, Ana María Martinez-Rodriguez, Antonio Conde-Sanchez, Jose Rodríguez-Avi, Silverio Vílchez-Lopez

Modeling and Prediction of Bivariate Extremes for Wind Speed Data

Pal Rakonczai, Nader Tajvidi

Count data regression models in the Spanish bank system. Application for the number of offices per municipality in Andalusia (Spain)

Jose Rodríguez-Avi, María Jose Olmo-Jimenez, Ana María Martinez-Rodríguez, Antonio Conde-Sanchez, Antonio Jose Saez-Castillo

Measuring output gap in Lithuania 1997-2007

Jurga Ruksenaite

Functional data analysis

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-Alcalá, Jesus Navarro-Moreno, Juan C. Ruiz-Molina

Testing for specific models in regression on functional variable

Laurent Delsol, Frederic Ferraty, Philippe Vieu

Functional Modelling in Environmetrics

Francisco A. Ocana-Lara, Mariano J. Valderrama, Francisco M. Ocaña-Peinado, Manuel Escabias

Hidden Markov and semi-Markov processes

Exact Bayesian Prediction in non-Gaussian Markov-Switching Model

Noemie Bardel, Francois Desbouvries

On one approach to study of departure process in batch arrival queues with multiple vacations

Wojciech Kempa

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

Limit behaviour of stochastic processes and applications

Discounted payments theorems for large deviations

Leonas Saulis, Dovile Deltuviene

Statistical inference of quadratic Rényi entropy

Oleg Seleznjev, Nikolaj Leonenko

Supercritical Catalytic Branching Random Walks

Elena Yarovaya

Mixture model and Probabilistic approach to Clustering

Clustering in Fisher discriminative subspaces

Charles Bouveyron, Camille Brunet

Comparison of EM and SEM Algorithms in Poisson Regression Models

Susana Faria, Gilda Soromenho

 

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

Tianzhu Liang, Kwok Yip Szeto

Multidimensional Scaling and Multi-way Data Analysis

A new approach for outlying records in bioequivalence trials

Denis Enachescu, Cornelia Enachescu

The next generation of data analysis tools

Alexandros Karakos, Pericles Karakos

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

Multi-Way Data Analysis

Comparison of different panels sorting tasks with hierarchical multiple factor analysis

Monica Becue-Bertaut, Berenice Colmenares, Sebastien Le

Multiblock Redundancy Analysis. Application to epidemiological surveys

Stephanie Bougeard, El Mostafa Qannari

Missing values in categorization

Marine Cadoret, Sebastien Le, Jerome Pages

 

Continuous Sampling Plan under quadratically varying acceptance cost

Mavroudis Elefteriou, Nicolas Farmakis

Batch Process Monitoring by Three-way Data Analysis Approach

Ndèye Niang, Flavio Fogliatto, Gilbert Saporta

Neural Networks

Influence of the neuron activation function on the multidimensional data visualization quality

Gintautas Dzemyda, Sergejus Ivanikovas, Viktor Medvedev

Application of Neural Network in Design of Porous Insulators

Mahshid Fardadi, Aminreza Noghrehabadi, Siamak Kazemzadeh Hannani

Forecasting CPI Using a Neural Network with Fuzzy Inference System

Camelia Ioana Ucenic, George Atsalakis

Poisson and Markov processes

The Analyses of Individual Patient Pathways: Investigating Regional Variation in COPD readmissions

Shola Adeyemi, Eren Demir, Thierry Chaussalet

Stochastic models of transport flows

Larisa Afanaseva, Ekaterina Bulinskaya

The interplay between financial and demographic risks in a pension annuity system

Valeria D'Amato, Emilia Di Lorenzo, Maria Russolillo, Marilena
Sibillo

Hurst analysis of Baltic sector indices

Svetlana Danilenko

Exact Results for Variable Wager HI-LO

James Freeman

 

On a class of SDEs with Markovian Switching and applications to electronics circuits

Romeo Negrea, Ciprian Preda, Horia Carstea, Ciprian Hedrea

Collisions in stochastic multi-component systems

Anatoly Manita

I-Polya Process and Applications

Leda Minkova

Spectral Gap for Multicolor Disordered Lattice Gas of Exclusion Processes

Halim Zeghoudi, Ali bey Touati, Hacene Boutabia

 

A Hybrid Method for Estimating Parameters: Wiener Process Observable in the Presence of Noise

Antanas Zilinskas

Reliability and survival analysis

Survival Function Estimation for Time-Duration of Studies Data: A Proportional Hazards Approach

Dimitrios Bagkavos, Aglaia Kalamatianou

Modelling Stroke Patient Pathways using Survival Analysis and Simulation Modelling

Maria Barton, Sally McClean, Lalit Garg, Ken Fullerton

Efficient Bootstrap applied to the Poisson Log-Bilinear Lee Carter Model

Valeria D'Amato, Steven Haberman, Maria Russolillo

 

A multivariate lifetime model based on generalized exponential distributions

Manuel Franco, Juana-María Vivo

Survival probability analysis of deteriorating members and systems

Antanas Kudzys, Ona Lukoševičienė

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

Shock and wear models under matrix-analytic methods

Rafael Perez-Oconb, M. Carmen Segovia

The Weibull-Logarithmic Distribution in Lifetime Analysis and its Properties

Vasile Preda, Roxana Ciumara

Statistical estimation under irregular sampling

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

Application of chaos theory to analysis of computer network traffic

Liudvikas Kaklauskas, Leonidas Sakalauskas

Adaptive transmission for lossless image reconstruction

Elisabeth Lahalle, Gilles Fleury, Rawad Zgheib

Statistical inference for Stochastic processes

Application of order statistics to termination of stochastic approximation

Bartkute Vaida, Sakalauskas Leonidas

Multiphasic individual growth models in random environments

Patricia A. Filipe, Carlos A. Braumann, Carlos J. Roquete

Global stationarity and existence of Threshold ARMA models

Marcella Niglio, Cosimo Damiano Vitale

Exceedance-Type Test against Lehmann Alternatives

Eugenia Stoimenova

On the Existence of Solutions of Stochastic Evolution Functional Equations with Measurable Right-Hand Sides

Maksim Vas'kovskii

Stochastic Modelling and Applications

Multi-stage semi-Markov models for recovery process

Ugwuowo Fidelis, Udoumoh Francis

 

Performance evaluation of delta network with uniform traffic

Karima Lagha, Smail Adjabi

Logistic system based on agents clustering using fuzzy and neural methods

Ioan Constantin Tarca, Tiberiu Vesselenyi, Florin Blaga, Lehel Szabolcs Csokmai, Radu Catalin Tarca

Enhanced Supervision of Automatic Teller Machines via Autoassociative Neural Networks

Rimvydas Simutis, Darius Dilijonas, Lidija Bastina

Stochastic Modelling for Classidication Problems

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 application of the K-nearest neighbours approach for cluster validation

 Zeev Volkovich, Zeev Barzily, Renata Avros, Dvora Toledano-Kitai

 

On consistent criteria for not-consistent families of distributions

Alexander Grusho, Elena Timonina, Zeev Volkovich and Zeev Barzily

   

Stochastic Modelling for Health Care Management

HIV evolution through two different temporal scales according to non-homogeneous semi-Markov models

Giuseppe Di Biase, Guglielmo D'Amico, Jacques Jannssen, Raimondo Manca

A phase type survival tree model for clustering patients’ hospital length of stay

Lalit Garg, Sally McClean, Brian Meenan, Peter Millard

Recent Developments in fitting Coxian Phase-type Dsitributions in Healthcare

Adele Marshall, Mariangela Zenga

Stochastic Optimization in Finance

Analysis or automated interbank settlement algorithm

Donatas Baksys, Leonidas Sakalauskas

MAD approach for portfolio management with stable assets

Igor Belov, Audrius Kabasinskas, Leonidas Sakalauskas

Multistage Portfolio Optimization

Cristinca Fulga

Support Vector Machines

An incremental approach for construction of a piecewise linear classifier

Adil Bagirov, Julien Ugon, Dean Webb

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

Visualization of Support Vectors

Olga Kurasova

 

The Hyperbolic Smoothing Approach for Solving a Support Vector Machine Problem: New Improvements

Adilson Elias Xavier, Victor Stroele, de Andrade Menezes, Patricia Curvelo Rodrigues

Modeling the spread of pandemic influenza for insurance industry

Marine Habart, Alain Hillion, Philippe Lenca