We give a complete characterization of affine term structure models based on a general nonnegative Markov short rate process. This applies to the classical CIR model but includes as well short rate processes with jumps. We provide a link to the theory of branching processes and show how CBIprocesses naturally enter the field of term structure modelling. Using Markov semigroup theory we exploit ...

Background and objectives: Application of statistical machine learning methods such as ensemble based approaches in survival analysis has been received considerable interest over the past decades in time-to-event data sets. One of these practical methods is survival forests which have been developed in a variety of contexts due to their high precision, non-parametric and non-linear nature. This...

The problem that arises in the Cox model is there are more than two types of covariates and presence random effects a non-proportional hazard (NPH). One example case involves many factors student retention. Low retention can lead to dropping out college or failure completing studies. purpose this study overcome NPH caused by presenceof time-independent covariates, time-dependent effects. resear...

Introduction: Neuropathy is a common complication of diabetes that can cause disability in diabetic patients. The aim of this study was to determine of affective factors in the Event Time of Neuropathy in type 2 diabetes using Cox proportional hazards model. Materials and Methods: This study included 371 patients with type II diabetes without neuropathy who were registered at Fereydunshahr diab...