The application of reinforcement learning (RL) to algorithmic trading is, in many ways, a perfect match. Trading is fundamentally a problem of making decisions under uncertainty, and reinforcement learning is a family of methods for solving such problems. Indeed, many researcher…
The statistical modelling of extreme precipitation structures is essential in many aspects such as assessing and managing risks resulting from the occurrence of such extreme events for agricultural purposes, in particular. Typically, daily precipitation time series with many zer…
Randomized trials are the gold standard for assessing causal relationships between an intervention and a clinical outcome. The challenge with randomized trials is that they are very expensive to perform, often take place at different times and locations, take many years to compl…
Nowadays, the concept of personalization has gained huge popularity and every decision maker would like to optimize the decisions by exploiting personal data. Personalized decision making has been applied to scenarios including web content recommendation, clinical trials, hiring…
This dissertation includes three working papers showing my research on the macroeconomic impact of uncertainty and bubbles. The first two papers look at uncertainty shocks in a dynamic stochastic general equilibrium framework, while the last one focuses on economic bubbles and c…
An important analysis in fluorescence spectroscopy is molecular dynamics, in particular, quantification of diffusion coefficient. In this research, we apply a convolutional neural network (CNN) to determine the diffusion coefficient of freely diffusing molecules. We construct th…
This thesis concerns fractional-order (non-integer) methods for control system design. Although fractional-order calculus has a long history in mathematics and engineering, the uptake of relevant fractional-order concepts in control systems research has been relatively slow, and…
This work describes the selection, design, theory, and application of tests for normality. It covers robust estimation, test power, and univariate and multivariate normality. It contains tests for multivariate normality and coordinate-dependent and invariant approaches.
A common tendency in the field of population ecology has been to overlook individual differences by treating populations as homogeneous units; conversely, in behavioral ecology the tendency has been to concentrate on how individual behavior is shaped by evolutionary forces, but …
A common tendency in the field of population ecology has been to overlook individual differences by treating populations as homogeneous units; conversely, in behavioral ecology the tendency has been to concentrate on how individual behavior is shaped by evolutionary forces, but …
Throughout the twentieth century, biologists investigated the mechanisms that stabilize biological populations, populations which--if unchecked by such agencies as competition and predation--should grow geometrically. How is order in nature maintained in the face of the seemingl…
Throughout the twentieth century, biologists investigated the mechanisms that stabilize biological populations, populations which--if unchecked by such agencies as competition and predation--should grow geometrically. How is order in nature maintained in the face of the seemingl…
