In this talk, I will discuss the development of interpretable machine learning models to test scientific hypotheses, with a specific focus on spinal motor control. Voluntary movement requires ...

In finance, data is often incomplete because the data is unavailable, inapplicable or unreported. Unfortunately, many classical data analysis techniques — for instance, linear regression — cannot ...

This article argues that, to relieve the specification difficulties that frequently accompany latent variable models, a first application should in most cases employ an estimator that makes no ...

We analyze the mathematical structure of portfolio credit risk models with particular regard to the modelling of dependence between default events in these models. We explore the role of copulas in ...

In this paper, we propose a latent variable credit risk model for large loan port- folios. It employs the concept of nested Archimedean copulas to account for both a sector-type dependence structure ...

Extended educational sessions that offer attendees the opportunity to learn research methods and techniques from prominent psychological scientists.