Fields of Research
Brownian motion, stochastic process, artificial intelligence (soft computing, data mining, fuzzy logic), economic and finance.
Arthur Yosef is a Senior Lecturer in Tel Aviv-Yaffo Academic College in Israel. He received his PhD in Mathematics Bar Ilan University (in issue: Selected topics on the set-indexed Brownian motion) and has research experience on mathematical, statistical and information systems modelling and applications.
Merzbach E. and Yosef A., (2008). Set-indexed Brownian motion on increasing paths, Journal of Theoretical Probability, vol. 22, pages 883-890.
Yosef A., (2009). Set-indexed strong martingale and path independent variation. Journal of Statistics and Probability Letters, vol. 79, issue 8, pages 1083-1088.
Shnaider E., Haruvy N. and Yosef A., (2014). The Soft Regression method - suggested improvements, Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. XIX, issue 2, pages 21-33.
Shnaider E., Haruvy N. and Yosef A., (2016). Do macro-economic factors influence financial management decision making? The Israeli economy in perspective , Journal of Financial Management and Analysis (JFMA) , vol. 28, No. 2., pages 64-74.
Yosef A., (2017). Upgrading Brownian motion from classical stopping time towards set indexed stopping line, International Journal of Engineering Inventions (IJEI), vol.6, issue 5, pages 11-19.
Shnaider E. and Yosef A., (2018) Relative Importance of explanatory variable: Traditional method vs Soft Regression, International Journal of Intelligent System, vol. 33, issue 6, pages 1180-1196.
Yosef A. and Baranes A., (2019) Karhunen-Loève expansion of a set-indexed fractional Brownian motion, Statistics and Probability Letters.
Yosef A. and Shnaider E., (2020) Modeling technique based on the intervals of values; implementation using conventional regression methods, Computational Economics, vol. 55, pages 211-230