When inferring models from hydrological data or calibrating hydrological models, we are interested in the information content of those data to quantify how much can potentially be learned from them. In this work we take a perspective from (algorithmic) inf ...
Models of computational trust support users in taking decisions. They are commonly used to guide users' judgements in online auction sites; or to determine quality of contributions in Web 2.0 sites. However, most existing systems require historical informa ...
This paper presents an information--theoretical method for weighting ensemble forecasts with new information. Weighted ensemble forecasts can be used to adjust the distribution that an existing ensemble of time series represents, without modifying the valu ...
Relationships between entities in datasets are often of multiple types, which can naturally be modeled by a multi-layer graph; a common vertex set represents the entities and the edges on different layers capture different types of relationships between th ...
We introduce in this thesis the idea of a variable lookback model, i.e., a model whose predictions are based on a variable portion of the information set. We verify the intuition of this model in the context of experimental finance. We also propose a novel ...
