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The detection of stay-jump-and-moving movement episodes using only cellular data is a big challenge due to the nature of the data. In this article, we propose a method to automatically detect the movement episodes (stay-jump-and-moving) from sparsely ...

The myth that financial trading is an art has been mostly destroyed in the recent decade due to the proliferation of algorithmic trading. In equity markets, algorithmic trading has already bypass human traders in terms of traded volume. This trend seems ...

Condition monitoring often involves the analysis of systems with hidden factors that switch between different modes of operation in some way. Given a sequence of observations, the task is to infer the filtering distribution of the switch setting at each ...

This paper addresses the problem of voice activity detection (VAD) in noisy environments. The VAD method proposed in this paper is based on a statistical model approach, and estimates statistical models sequentially without a priori knowledge of noise. ...

In this article, we develop a new approach within the framework of asset pricing models that incorporates two key features of the latent volatility: co-movement among conditionally heteroscedastic financial returns and switching between different ...