Applied Modeling Techniques and Data Analysis 2: Financial, Demographic, Stochastic and Statistical Models and Methods

  • 3h 45m
  • Alex Karagrigoriou, Christina Parpoula, Christos H. Skiadas, Yannis Dimotikalis
  • John Wiley & Sons (US)
  • 2021

BIG DATA, ARTIFICIAL INTELLIGENCE AND DATA ANALYSIS SET Coordinated by Jacques Janssen

Data analysis is a scientific field that continues to grow enormously, most notably over the last few decades, following rapid growth within the tech industry, as well as the wide applicability of computational techniques alongside new advances in analytic tools. Modeling enables data analysts to identify relationships, make predictions, and to understand, interpret and visualize the extracted information more strategically.

This book includes the most recent advances on this topic, meeting increasing demand from wide circles of the scientific community. Applied Modeling Techniques and Data Analysis 2 is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians, working on the front end of data analysis and modeling applications. The chapters cover a cross section of current concerns and research interests in the above scientific areas. The collected material is divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications.

In this Book

  • Data Mining Application Issues in the Taxpayer Selection Process
  • Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model
  • New Dividend Strategies
  • Introduction of Reserves in Self-Adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan
  • Forecasting Stochastic Volatility for Exchange Rates using EWMA
  • An Arbitrage-Free Large Market Model for Forward Spread Curves
  • Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751–2016) with Forecasts to 2060
  • Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania
  • Some Remarks on the Coronavirus Pandemic in Europe
  • The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data
  • Quantization of Transformed Lévy Measures
  • A Flexible Mixture Regression Model for Bounded Multivariate Responses
  • On Asymptotic Structure of the Critical Galton–Watson Branching Processes with Infinite Variance and Allowing Immigration
  • Properties of the Extreme Points of the Joint Eigenvalue Probability Density Function of the Wishart Matrix
  • Forecast Uncertainty of the Weighted TAR Predictor
  • Revisiting Transitions Between Superstatistics
  • Research on Retrial Queue with Two-Way Communication in a Diffusion Environment
SHOW MORE
FREE ACCESS