Applied Modeling Techniques and Data Analysis 2 Financial Demographic Stochastic and Statistical Models and Methods, Volume 8 1st edition by Yannis Dimotikalis 1119821622 9781119821625

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ISBN-10 :  1119821622 

ISBN-13 :  9781119821625

Author : Yannis Dimotikalis 

BIG DATA, ARTIFICIAL INTELLIGENCE AND DATA ANALYSIS SET Coordinated by Jacques Janssen Data analysis is a scientific field that continues to grow enormously, most notably over the last few decades, following rapid growth within the tech industry, as well as the wide applicability of computational techniques alongside new advances in analytic tools. Modeling enables data analysts to identify relationships, make predictions, and to understand, interpret and visualize the extracted information more strategically. This book includes the most recent advances on this topic, meeting increasing demand from wide circles of the scientific community. Applied Modeling Techniques and Data Analysis 2 is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians, working on the front end of data analysis and modeling applications. The chapters cover a cross section of current concerns and research interests in the above scientific areas. The collected material is divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications.

Applied Modeling Techniques and Data Analysis 2: Financial, Demographic, Stochastic and Statistical Models and Methods, Volume 8 1st Table of contents:

PART 1: Financial and Demographic Modeling Techniques
1 Data Mining Application Issues in the Taxpayer Selection Process
1.1. Introduction
1.2. Materials and methods
1.3. Results
1.4. Discussion
1.5. Conclusion
1.6. References
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
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
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
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
6 An Arbitrage-free Large Market Model for Forward Spread Curves
6.1. Introduction and background
6.2. Construction of a market with infinitely many assets
6.3. Existence, uniqueness and non-negativity
6.4. Conclusion and future works
6.5. References
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
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
9 Some Remarks on the Coronavirus Pandemic in Europe
9.1. Introduction
9.2. Background
9.3. Materials and analyses
9.4. The first phase of the pandemic
9.5. Concluding remarks
9.6. References
PART 2: Applied Stochastic and Statistical Models and Methods
10 The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data
10.1. Introduction
10.2. The double flexible Dirichlet distribution
10.3. Computational and estimation issues
10.4. References
11 Quantization of Transformed Lévy Measures
11.1. Introduction
11.2. Estimation strategy
11.3. Estimation of masses and the atoms
11.4. Simulation results
11.5. Conclusion
11.6. References
12 A Flexible Mixture Regression Model for Bounded Multivariate Responses
12.1. Introduction
12.2. Flexible Dirichlet regression model
12.3. Inferential issues
12.4. Simulation studies
12.5. Discussion
12.6. References
13 On Asymptotic Structure of the Critical Galton-Watson Branching Processes with Infinite Variance and Allowing Immigration
13.1. Introduction
13.2. Invariant measures of GW process
13.3. Invariant measures of GWPI
13.4. Conclusion
13.5. References
14 Properties of the Extreme Points of the Joint Eigenvalue Probability Density Function of the Wishart Matrix
14.1. Introduction
14.2. Background
14.3. Polynomial factorization of the Vandermonde and Wishart matrices
14.4. Matrix norm of the Vandermonde and Wishart matrices
14.5. Condition number of the Vandermonde and Wishart matrices
14.6. Conclusion
14.7. Acknowledgments
14.8. References
15 Forecast Uncertainty of the Weighted TAR Predictor
15.1. Introduction
15.2. SETAR predictors and bootstrap prediction intervals
15.3. Monte carlo simulation
15.4. References
16 Revisiting Transitions Between Superstatistics
16.1. Introduction
16.2. From superstatistic to transition between superstatistics
16.3. Transition confirmation
16.4. Beck’s transition model
16.5. Conclusion
16.6. Acknowledgments
16.7. References
17 Research on Retrial Queue with Two-Way Communication in a Diffusion Environment
17.1. Introduction
17.2. Mathematical model
17.3. Asymptotic average characteristics
17.4. Deviation of the number of applications in the system
17.5. Probability distribution density of device states
17.6. Conclusion
17.7. References

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