2 Works

2019 NSF Workshop on Connecting Large Facilities and Cyberinfrastructure

Ewa Deelman, Ilya Baldin, Brian Bockelman, Adam Bolton, Patrick Brady, Tom Cheatham, Laura Christopherson, Rafael Ferreira da Silva, Tom Gulbransen, Kate Keahey, Marina Kogan, Anirban Mandal, Angela Murillo, Jarek Nabrzyski, Valerio Pascucci, Steve Petruzza, Mats Rynge, Susan Sons, Dan Stanzione, Chaudhuri Surajit, Daryl Swensen, Alexander Szalay, Douglas Thain, John Towns, Charles Vardeman … & Jane Wyngaard

Getting the ROC into Sync

Liu Yang, Kajal Lahiri & Adrian Pagan
Judging the conformity of binary events in macroeconomics and finance has often been done with indices that measure synchronization. In recent years, the use of Receiver Operating Characteristic (ROC) curve has become popular for this task. This paper shows that the ROC and synchronization approaches are closely related, and each can be derived from a decision-making framework. Furthermore, the resulting global measures of the degree of conformity can be identified and estimated using the standard...

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