Diagnosis of a disease is one of the most important processes in the field of medicine. Thus, computer-aided detection systems are becoming increasingly important to assist physicians. The iron deficiency anemia (IDA) is a serious health problem that requires careful diagnosis. Diagnosis of IDA is a classification problem, and there are various studies conducted. Researchers also use feature selection approaches to detect significant variables. Studies so far investigate different classification problems such as outliers, class imbalance, presence of noise, and multicollinearity. However, datasets are usually affected by more than one of these problems. In this study, we aimed to create multiple systems that can separate diseased and healthy individuals and detect the variables that have a significant effect on these diseases considering influential classification problems. For this, we prepared different datasets based on the original dataset whose outliers were removed using different outlier detection methods. Then, a multistep classification algorithm was proposed for each dataset to see the results under irregular and regulated conditions. In each step, a different classification problem is handled. The results showed that it is important to consider each question together as it can and should change the outcome. Dataset and R codes used in the study are available as supplementary files online.

We investigate a Bayesian hierarchical model for the analysis of categorical longitudinal data from sedation measurement for Magnetic Resonance Imaging (MRI) and Computerized Tomography (CT). Data for each patient is observed at different time points within the time up to 60 min. A model for the sedation level of patients is developed by introducing, at the first stage of a hierarchical model, a multinomial model for the response, and then subsequent terms are introduced. To estimate the model, we use the Gibbs sampling given some appropriate prior distributions.

Risk estimation is of great importance in financial risk management. In this study, the risk estimation of the exchange rate portfolio is performed via the stochastic copula approach. This model-based latent process has a parameter that changes over time and thus can model the dependency structure between variables in a comprehensive and dynamic way. First, the marginals of the returns are handled with ARMA-GARCH-type models. Then, the dependency between variables is modeled via the stochastic copula approach. Finally, risk estimates are carried out at 95% and 99% confidence level for the foreign exchange portfolios. It is found that the proposed risk estimation model based on the stochastic copula approach outperforms both classical methods and static copula models.