A market recovery model, defined as a jump-diffusion model for the asset price where the jumps and the diffusion are not independent, is proposed. In this model a jump will be triggered when there is an unusually large downward movement over a certain time interval, and the jump size is...

In this article we initiate the study of class cover catch digraphs, a special case of intersection digraphs motivated by applications in machine learning and statistical pattern recognition. Our main result is the exact distribution of the domination number for a data-driven model of random...

The following two-stage approach to learning from dissimilarity data is described: (1) embed both labeled and unlabeled objects in a Euclidean space; then (2) train a classifier on the labeled objects. The use of linear discriminant analysis for (2), which naturally invites the use of classical...

Out-of-sample embedding techniques insert additional points into previously constructed configurations. An out-of-sample extension of classical multidimensional scaling is presented. The out-of-sample extension is formulated as an unconstrained nonlinear least-squares problem. The objective...