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Financial Data Analytics and Statistical Learning
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ArtikelUtgivningsinformation: MDPI - Multidisciplinary Digital Publishing Institute 2024Beskrivning: 1 electronic resource (206 p.)Innehållstyp: - text
- computer
- online resource
- 9783725804818
- 9783725804825
- Mathematics and Science
- Mathematics
- Applied mathematics
- Blomqvist's β
- Chow's test
- EM algorithm
- GARCH
- Gibbs sampler
- Hill estimator
- Japan
- Kendall's τ
- Laplace transform
- Mixture model
- Poisson regression model
- asymmetric correlation
- asymptotic bias
- bayesian estimation
- birth and renewal processes
- bivariate copula
- characteristic function-based estimator
- classification
- copula
- corporate governance
- credit decision
- dependence modeling
- determinants of credit
- distribution
- dynamic risk in asset pricing
- error in variable
- estimation
- exponential stability
- finance modeling and derivatives
- financial data analysis
- financials service sector
- firm performance
- fixed-effects regression
- fractional Brownian motion
- fractional calculus
- fractional moment estimator
- gender diversity
- goodness-of-fit
- index parameter
- instrumental variable
- insurance claim data
- inter-arrival times
- large dimensional problems
- loan default
- loan default assessment
- machine learning algorithms
- measures of association
- naive estimator
- non-payments
- over and under dispersion
- qualitative variables
- regression
- renewal fun
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Recently, there have been significant strides in the application of statistical learning techniques for solving financial, insurance, and various business and economic problems. These techniques, rooted in mathematical foundations and statistical theory and fueled by machine learning algorithms, aim to uncover patterns, relationships, and insights within vast and intricate datasets. In this reprint, we have gathered the latest developments in financial analysis and statistical learning, along with practical applications.
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eng
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