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Financial Data Analytics and Statistical Learning

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...

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Gardado en:
Formato: Online
Idioma:inglés
Publicado: MDPI - Multidisciplinary Digital Publishing Institute 2024
Subjects:
bivariate copula
measures of association
dependence modeling
Kendall’s τ
Blomqvist’s β
time series
regression
distribution
volatility
goodness-of-fit
bayesian estimation
EM algorithm
Gibbs sampler
Mixture model
insurance claim data
birth and renewal processes
loan default
non-payments
inter-arrival times
renewal function
over and under dispersion
Laplace transform
Poisson regression model
error in variable
naive estimator
asymptotic bias
asymmetric correlation
statistical test
copula
GARCH
dynamic risk in asset pricing
exponential stability
finance modeling and derivatives
fractional calculus
fractional Brownian motion
large dimensional problems
simulation and computation in long short-term memory
time delay
characteristic function-based estimator
estimation
fractional moment estimator
Hill estimator
index parameter
trigonometric method of moment estimator
wrapped Linnik
wrapped stable
credit decision
determinants of credit
qualitative variables
financials service sector
gender diversity
firm performance
corporate governance
fixed-effects regression
two-stage least squares
instrumental variable
Chow’s test
Japan
financial data analysis
machine learning algorithms
loan default assessment
classification
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics
Acceso en liña:ONIX_20240514_9783725804825_375
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ONIX_20240514_9783725804825_375

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