Data Analysis and Applications 4 (eBook, ePUB)

Financial Data Analysis and Methods
Redaktion: Makrides, Andreas; Skiadas, Christos H.; Karagrigoriou, Alex

• Format: ePub

Produktbeschreibung

Data analysis as an area of importance has grown exponentially, especially during the past couple of decades. This can be attributed to a rapidly growing computer industry and the wide applicability of computational techniques, in conjunction with new advances of analytic tools. This being the case, the need for literature that addresses this is self-evident. New publications are appearing, covering the need for information from all fields of science and engineering, thanks to the universal relevance of data analysis and statistics packages. This book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis. The chapters included in this volume represent a cross-section of current concerns and research interests in these scientific areas. The material is divided into three parts: Financial Data Analysis and Methods, Statistics and Stochastic Data Analysis and Methods, and Demographic Methods and Data Analysis- providing the reader with both theoretical and applied information on data analysis methods, models and techniques and appropriate applications.

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Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 310
• Erscheinungstermin: 9. April 2020
• Englisch
• ISBN-13: 9781119721581
• Artikelnr.: 59261846

Autorenporträt

Andreas Makrides is Associate Lecturer of Statistics at the University of Central Lancashire, Cyprus (UClan) and conducted postdoctoral research at the Laboratoire de Mathématiques Raphaël Salem, Université de Rouen, France. Alex Karagrigoriou is Professor of Probability and Statistics at the University of the Aegean, Greece. He is also the faculty¿s Head of Graduate Studies and Director of the in-house Laboratory of Statistics and Data Analysis. Christos H. Skiadas is former vice-Rector at the Technical University of Crete, Greece and founder of its Data Analysis and Forecasting Laboratory. He continues his research in ManLab, in the faculty¿s Department of Production Engineering and Management.

Inhaltsangabe

Part 1. Financial Data Analysis and Methods 1. Forecasting Methods in
Extreme Scenarios and Advanced Data Analytics for Improved Risk Estimation,
George-Jason Siouris, Despoina Skilogianni and Alex Karagrigoriou. 2.
Credit Portfolio Risk Evaluation with Non-Gaussian One-factor Merton Models
and its Application to CDO Pricing, Takuya Fujii and Takayuki Shiohama. 3.
Towards an Improved Credit Scoring System with Alternative Data: the Greek
Case, Panagiota Giannouli and Christos E. Kountzakis. 4. EM Algorithm for
Estimating the Parameters of the Multivariate Stable Distribution, Leonidas
Sakalauskas and Ingrida Vaiciulyte. Part 2. Statistics and Stochastic Data
Analysis and Methods 5. Methods for Assessing Critical States of Complex
Systems, Valery Antonov. 6. Resampling Procedures for a More Reliable
Extremal Index Estimation, Dora Prata Gomes and M. Manuela Neves. 7.
Generalizations of Poisson Process in the Modeling of Random Processes
Related to Road Accidents, Franciszek Grabski. 8. Dependability and
Performance Analysis for a Two Unit Multi-state System with Imperfect
Switch, Vasilis P. Koutras, Sonia Malefaki and Agapios N. Platis. 9. Models
for Time Series Whose Trend Has Local Maximum and Minimum Values, Norio
Watanabe. 10. How to Model the Covariance Structure in a Spatial Framework:
Variogram or Correlation Function?, Giovanni Pistone and Grazia Vicario.
11. Comparison of Stochastic Processes, Jesús Enrique García, Ramin
Gholizadeh and Verónica Andrea González-López. Part 3 . Demographic Methods
and Data Analysis 12. Conjoint Analysis of Gross Annual Salary
Re-evaluation: Evidence from Lombardy ELECTUS Data, Paolo Mariani, Andrea
Marletta and Mariangela Zenga. 13. Methodology for an Optimum Health
Expenditure Allocation, George Matalliotakis. 14. Probabilistic Models for
Clinical Pathways: The Case of Chronic Patients, Stergiani Spyrou, Anatoli
Kazektsidou and Panagiotis Bamidis. 15. On Clustering Techniques for
Multivariate Demographic Health Data, Achilleas Anastasiou, George
Mavridoglou, Petros Hatzopoulos and Alex Karagrigoriou. 16. Tobacco-related
Mortality in Greece: The Effect of Malignant Neoplasms, Circulatory and
Respiratory Diseases,1994?2016, Konstantinos N. Zafeiris.