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:
Data mining.
Exploration de données (Informatique)
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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
  • 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
  • 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
  • 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
  • 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

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