4 papers
Robust Quickest Change Detection with Sampling Control
Yingze Hou, Hoda Bidkhori, Taposh Banerjee
The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible dela…
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection
Yu Shao, Jiawen Bai, Yingze Hou +2
The credit spread is a key indicator in bond investments, offering valuable insights for fixed-income investors to devise effective trading strategies. This study proposes a novel…
Robust Quickest Change Detection in Multi-Stream Non-Stationary Processes
Yingze Hou, Hoda Bidkhori, Taposh Banerjee
The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed…
Robust Quickest Change Detection in Non-Stationary Processes
Yingze Hou, Yousef Oleyaeimotlagh, Rahul Mishra +2
Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with tim…