1. Non-parametric Structural Change Detection in Predictive Relationships
Supervisors
Pekka Malo (Assistant Professor, Department of Information and Service Management)
Pauliina Ilmonen (Assistant Professor, Department of Mathematics and Systems Analysis)
Sources of funding
Tekes, HSE Foundation, Matti Lehti, The Foundation for Economic Education
Research contributions
Development of a new algorithm for structural change detection
Deployment a corresponding R-package
News data application
Olga Gorskikh
4th year Phd student

2. Non-parametric Structural Change Detection in Predictive Relationships
Published papers
Splitting Algorithm for Detecting Structural Changes in Predictive Relationships (Gorskikh Olga), In: Perner P. (eds) Advances in Data Mining. Applications and Theoretical Aspects. ICDM Lecture Notes in Computer Science, vol Springer, Cham, ISBN:
Nonparametric Splitting Algorithm for Detecting Structural Changes in Predictive Relationships (Gorskikh Olga, Malo Pekka, Ilmonen Pauliina), ACM 2017, ICCDA’17 Proceedings of the International Conference on Compute and Data Analysis, , ISBN:
Non-parametric Structural Change Detection in Multivariate Systems (Pekka Malo, Lauri Vitasaari, Olga Gorskikh, Pauliina Ilmonen), Submitted 2018
Olga Gorskikh
4th year Phd student