In this study a CHAID-based approach to detecting classification accuracy heterogeneity across segments of observations is proposed. This helps to solve some important problems, facing a model-builder: 1. How to automatically detect segments in which the model significantly underperforms? 2. How...

In the study we present a fairly generalized two-level option tree that is capable of pricing credit-linked vanilla plain European/American and path-dependent options. The main contribution is thus an extension of a classical binomial tree methodology to a framework within which the underlying...

Die Berücksichtigung mehrerer Unsicherheitsformen zu verschiedenen Entscheidungszeitpunkten ist ein Schritt zur Erhöhung der Realitätsnähe bei der Flexibilitätsbewertung hybrider Leistungsbündel. Die in diesem Beitrag dargestellten Unsicherheitsformen wurden mit Hilfe von quadranomialen...

This document provides the Decision Tree Tool itself for the analysis of response options - cash, local purchase or imported food aid. The framework is kept simple for ease of communication: a sequence of specific questions to be answered, each matched with data needs and diagnostic tools...

Longitudinal data refer to the situation where repeated observations are available for each sampled individual. Methodologies that take this structure into account allow for systematic differences between individuals that are not related to covariates. A standard methodology in the statistics...

Re-mining is a general framework which suggests the execution of additional data mining steps based on the results of an original data mining process. This study investigates the multi-faceted re-mining of association mining results, develops and presents a practical methodology, and shows the...