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ANOMALIES DETECTION IN HEALTHCARE SERVICES

Srinivasan, U. “Anomalies Detection in Healthcare Services” Using several practical examples of cost and quality-of-care outliers, the author presents a framework to detect outliers and anomalies in healthcare services. Author(s): Srinivasan, U. View Paper

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APPLICATION OF NETWORK ANALYSIS ON HEALTHCARE

Fei Wang, Uma Srinivasan, Shahadat Uddin, and Sanjay Chawla. “Application of network analysis on healthcare”. In Advances in Social Networks Analysis and Mining (ASONAM), 2013 IEEE/ACM International Conference on IEEE, 2014. The healthcare sector holds large amounts of semantically rich electronic data generated and used by different sections of the health care community. Data analytic

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TIKHONOV OR LASSO REGULARIZATION: WHICH IS BETTER AND WHEN. IN TOOLS WITH ARTIFICIAL INTELLIGENCE

pages 795–802. IEEE, 2013. It is well known that supervised learning problems with ℓ1 (Lasso) and ℓ2 (Tikhonov or Ridge) regularizers will result in very different solutions. For example, the ℓ1 solution vector will be sparser and can potentially be used both for prediction and feature selection. However, given a data set it is often hard to determine

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DATA SCIENCE AND THE POLICY COMPLETION PROBLEM

Sanjay Chawla, Federico Girosi, Fei Wang “Data Science and the Policy Completion Problem” The link between policy analysis and data science is more delicate than it may appear. A new policy, by definition, will change the underlying data generating model, rendering classification or supervised learning inapplicable. Perhaps eliciting causal relations from observational data is the

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HOW DOES DARK TRADING AFFECT PRICE DISCOVERY?

Price discovery (as an element of market efficiency) is one of the cornerstones of market quality the other being market fairness. Research by the CMCRC illustrates how recent developments in Dark Trading in the Canadian stock market have affected the efficiency of these markets relative to their southern near neighbour market. We find that the

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SPAIN, IRELAND AND THE EURO CRISIS

​The impact of the GFC in Europe has been, or perhaps remains, arguably more severe than the Great Depression in terms of breadth, depth and persistence. Notwithstanding the capital requirement regime for banks that is governed by the various Basel accords, there is a straightforward policy proposal that addresses the majority of the failings exposed

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USING SUPERANNUATION TO PURCHASE THE FAMILY HOME

​Housing affordability in Australia has been in decline for more than two decades. Over the same period, the value of superannuation assets has risen strongly. Accordingly, the question arises as to whether Australia should follow the lead of a number of overseas countries and allow the use of superannuation assets to fund the purchase of

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CAN DISCRETION PREDICT DIRECTOR RETURNS?

Directors execute trades in their companies’ shares for a variety of reasons. Their actions may have information value for other investors seeking to mimic these strategies. This paper tests whether directors’ discretionary trading has a predictive value, and also provides a better understanding of the information flow in equity markets. Sean Hardy USYD, CIFR /

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OWNERSHIP CONCENTRATION, INDUSTRIAL COMPETITION AND INFORMATION ASYMMETRY

Managers and major shareholders typically have an information advantage over outside investors when trading a company’s shares. Numerous studies have been done into the relation between ownership concentration, industry competition and information asymmetry, but rarely using Australian data. The output of this study is particularly relevant for regulators, as it examines conditions that might limit

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HEDGING AND IMMUNIZATION OF LONGEVITY RISK

Increasing life expectancy rates are extending the liability profiles of annuity income providers. However, the challenge of devising asset allocation strategies to fund these liabilities is complicated by a lack of appropriate assets. This thesis demonstrates portfolio management strategies to address this challenge. Estelle Liu UNSW, CIFR / CMCRC Honours Scholarship Program 2014 Keywords: Annuity, risk

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