Cargando…

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

This book includes the most recent advances on this topic, meeting increasing demand from wide circles of the scientific community. --

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Dimotikalis, Yannis
Otros Autores: Karagrigoriou, Alex, Parpoula, Christina, Skiadas, Christos H.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Newark : John Wiley & Sons, Incorporated, 2021.
Temas:
Acceso en línea:Texto completo

MARC

LEADER 00000cam a2200000Mu 4500
001 EBOOKCENTRAL_on1244626230
003 OCoLC
005 20240329122006.0
006 m o d
007 cr |||||||||||
008 210403s2021 xx o ||| 0 eng d
040 |a EBLCP  |b eng  |c EBLCP  |d LIV  |d OCLCQ  |d OCLCL  |d REDDC  |d OCLCO 
020 |a 9781119821632 
020 |a 1119821630 
035 |a (OCoLC)1244626230 
050 1 4 |a QA276-280  |b .D56 2021 
082 0 4 |a 519.5  |2 23 
049 |a UAMI 
100 1 |a Dimotikalis, Yannis. 
245 1 0 |a Applied Modeling Techniques and Data Analysis 2  |h [electronic resource] :  |b Financial, Demographic, Stochastic and Statistical Models and Methods. 
260 |a Newark :  |b John Wiley & Sons, Incorporated,  |c 2021. 
300 |a 1 online resource (289 p.) 
500 |a Description based upon print version of record. 
505 0 |a Cover -- Half-Title Page -- Title Page -- Copyright Page -- Contents -- Preface -- Part 1. Financial and Demographic Modeling Techniques -- Chapter 1. Data Mining Application Issues in the Taxpayer Selection Process -- 1.1. Introduction -- 1.2. Materials and methods -- 1.2.1. Data -- 1.2.2. Interesting taxpayers -- 1.2.3. Enforced tax recovery proceedings -- 1.2.4. The models -- 1.3. Results -- 1.4. Discussion -- 1.5. Conclusion -- 1.6. References -- Chapter 2: Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model -- 2.1. Introduction -- 2.2. The results 
505 8 |a 2.3. Proofs -- 2.4. References -- Chapter 3: New Dividend Strategies -- 3.1. Introduction -- 3.2. Model 1 -- 3.3. Model 2 -- 3.4. Conclusion and further results -- 3.5. Acknowledgments -- 3.6. References -- Chapter 4: Introduction of Reserves in Self-adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan -- 4.1. Introduction -- 4.2. The pension system -- 4.3. Theoretical framework of the Musgrave rule -- 4.4. Transformation of the retirement fund -- 4.5. Conclusion -- 4.6. References -- Chapter 5: Forecasting Stochastic Volatility for Exchange Rates using EWMA -- 5.1. Introduction 
505 8 |a 5.2. Data -- 5.3. Empirical model -- 5.4. Exchange rate volatility forecasting -- 5.5. Conclusion -- 5.6. Acknowledgments -- 5.7. References -- Chapter 6: An Arbitrage-free Large Market Model for Forward Spread Curves -- 6.1. Introduction and background -- 6.1.1. Term-structure (interest rate) models -- 6.1.2. Forward-rate models versus spot-rate models -- 6.1.3. The Heath-Jarrow-Morton framework -- 6.1.4. Construction of our model -- 6.2. Construction of a market with infinitely many assets -- 6.2.1. The Cuchiero-Klein-Teichmann approach 
505 8 |a 6.2.2. Adapting Cuchiero-Klein-Teichmann's results to our objective -- 6.3. Existence, uniqueness and non-negativity -- 6.3.1. Existence and uniqueness: mild -- 6.3.2. Non-negativity of solutions -- 6.4. Conclusion and future works -- 6.5. References -- Chapter 7: Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751-2016) with Forecasts to 2060 -- 7.1. Life expectancy and healthy life expectancy estimates -- 7.2. The logistic model -- 7.3. The HALE estimates and our direct calculations -- 7.4. Conclusion -- 7.5. References 
505 8 |a Chapter 8: Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania -- 8.1. Introduction -- 8.2. Material and method -- 8.3. Results -- 8.4. Discussion -- 8.5. References -- Chapter 9: Some Remarks on the Coronavirus Pandemic in Europe -- 9.1. Introduction -- 9.2. Background -- 9.2.1. CoV pathogens -- 9.2.2. Clinical characteristics of COVID-19 -- 9.2.3. Diagnosis -- 9.2.4. Epidemiology and transmission of COVID-19 -- 9.2.5. Country response measures -- 9.2.6. The role of statistical research in the case of COVID-19 and its challenges 
500 |a 9.3. Materials and analyses. 
520 |a This book includes the most recent advances on this topic, meeting increasing demand from wide circles of the scientific community. --  |c Edited summary from book. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Data mining. 
650 6 |a Exploration de données (Informatique) 
700 1 |a Karagrigoriou, Alex. 
700 1 |a Parpoula, Christina. 
700 1 |a Skiadas, Christos H. 
758 |i has work:  |a Applied modeling techniques and data analysis 2 (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGJQfgryKv9hdxm36jtBj3  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Dimotikalis, Yannis  |t Applied Modeling Techniques and Data Analysis 2  |d Newark : John Wiley & Sons, Incorporated,c2021  |z 9781786306746 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=6528141  |z Texto completo 
938 |a ProQuest Ebook Central  |b EBLB  |n EBL6528141 
994 |a 92  |b IZTAP