Statistics And Finance An Interface Proceedings Of The Hong Kong International Workshop On Statistics In Finance PDF Download
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Author | : Wai-sum Chan |
Publisher | : World Scientific |
Total Pages | : 396 |
Release | : 2000-04-28 |
Genre | : Mathematics |
ISBN | : 1783261668 |
Download Statistics And Finance: An Interface - Proceedings Of The Hong Kong International Workshop On Statistics In Finance Book in PDF, ePub and Kindle
Contents:Heavy-Tailed and Nonlinear Continuous-Time ARMA Models for Financial Time Series (P J Brockwell)Nonlinear State Space Model Approach to Financial Time Series with Time-Varying Variance (G Kitagawa & S Sato)Nonparametric Estimation and Bootstrap for Financial Time Series (J-P Kreiβ)A Note on Kernel Estimation in Integrated Time Series (Y-C Xia et al.)Stylized Facts on the Temporal and Distributional Properties of Absolute Returns: An Update (C W J Granger et al.)Volatility Computed by Time Series Operators at High Frequency (U A Müller)Missing Values in ARFIMA Models (W Palma)Second Order Tail Effects (C G de Vries)Bayesian Estimation of Stochastic Volatility Model via Scale Mixtures Distributions (S T B Choy & C M Chan)On a Smooth Transition Double Threshold Model (Y N Lee & W K Li)Interval Prediction of Financial Time Series (B Cheng & H Tong)A Decision Theoretic Approach to Forecast Evaluation (C W J Granger & M H Pesaran)Portfolio Management and Market Risk Quantification Using Neural Networks (J Franke)Detecting Structural Changes Using Genetic Programming with an Application to the Greater-China Stock Markets (X B Zhang et al.)and other papers Readership: Researchers in finance, time series analysis, economics and actuarial science, as well as investment bankers, stock market analysts and risk managers. Keywords:Proceedings;Workshop;Statistics;Finance;Hongkong (China)
Author | : Tong Howell Li Wai Keung Chan Wai-Sum |
Publisher | : |
Total Pages | : 396 |
Release | : 2000 |
Genre | : Finance |
ISBN | : 9781848160156 |
Download Proceedings of the Hong Kong International Workshop on Statistics and Finance Book in PDF, ePub and Kindle
This volume constitutes the proceedings of the Hong Kong International Workshop on Statistics in Finance, held at the University of Hong Kong in July 1999. Topics covered include heavy-tailed and nonlinear continuous-time ARMA models for financial time series, and forecast evaluation.
Author | : Wai-Sum Chan |
Publisher | : World Scientific Publishing Company |
Total Pages | : 384 |
Release | : 2000-01-01 |
Genre | : Business & Economics |
ISBN | : 9781860942372 |
Download Proceedings of the Hong Kong International Workshop on Statistics and Finance Book in PDF, ePub and Kindle
This volume constitutes the proceedings of the Hong Kong International Workshop on Statistics in Finance, held at the University of Hong Kong in July 1999. Topics covered include heavy-tailed and nonlinear continuous-time ARMA models for financial time series, and forecast evaluation.
Author | : Vlad Stefan Barbu |
Publisher | : John Wiley & Sons |
Total Pages | : 288 |
Release | : 2020-11-03 |
Genre | : Mathematics |
ISBN | : 1119779405 |
Download Statistical Topics and Stochastic Models for Dependent Data with Applications Book in PDF, ePub and Kindle
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
Author | : L. C. G. Rogers |
Publisher | : Springer Science & Business Media |
Total Pages | : 163 |
Release | : 2013-01-10 |
Genre | : Mathematics |
ISBN | : 3642352022 |
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Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.
Author | : Arthur James Wells |
Publisher | : |
Total Pages | : 1922 |
Release | : 2009 |
Genre | : Bibliography, National |
ISBN | : |
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Author | : Hsiang-Chuan Liu |
Publisher | : CRC Press |
Total Pages | : 1146 |
Release | : 2018-06-12 |
Genre | : Computers |
ISBN | : 0429785526 |
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This proceedings volume brings together peer-reviewed papers presented at the International Conference on Information Technology and Computer Application Engineering, held 10-11 December 2014, in Hong Kong, China. Specific topics under consideration include Computational Intelligence, Computer Science and its Applications, Intelligent Information Processing and Knowledge Engineering, Intelligent Networks and Instruments, Multimedia Signal Processing and Analysis, Intelligent Computer-Aided Design Systems and other related topics. This book provides readers a state-of-the-art survey of recent innovations and research worldwide in Information Technology and Computer Application Engineering, in so-doing furthering the development and growth of these research fields, strengthening international academic cooperation and communication, and promoting the fruitful exchange of research ideas. This volume will be of interest to professionals and academics alike, serving as a broad overview of the latest advances in the dynamic field of Information Technology and Computer Application Engineering.
Author | : |
Publisher | : |
Total Pages | : 1574 |
Release | : 2004 |
Genre | : Mathematics |
ISBN | : |
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Author | : Yuan Tian |
Publisher | : Springer Nature |
Total Pages | : 759 |
Release | : 2023-05-30 |
Genre | : Computers |
ISBN | : 9819933005 |
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This book constitutes the refereed proceedings of the 4th International Conference on Big Data and Security, ICBDS 2022, held in Xiamen, China, during December 8–12, 2022. The 51 full papers and 3 short papers included in this book were carefully reviewed and selected from 211 submissions. They were organized in topical sections as follows: answer set programming; big data and new method; intelligence and machine learning security; data technology and network security; sybersecurity and privacy; IoT security.
Author | : Michael Doumpos |
Publisher | : Springer Science & Business Media |
Total Pages | : 336 |
Release | : 2012-07-23 |
Genre | : Business & Economics |
ISBN | : 1461437733 |
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The increasing complexity of financial problems and the enormous volume of financial data often make it difficult to apply traditional modeling and algorithmic procedures. In this context, the field of computational intelligence provides an arsenal of particularly useful techniques. These techniques include new modeling tools for decision making under risk and uncertainty, data mining techniques for analyzing complex data bases, and powerful algorithms for complex optimization problems. Computational intelligence has also evolved rapidly over the past few years and it is now one of the most active fields in operations research and computer science. This volume presents the recent advances of the use of computation intelligence in financial decision making. The book covers all the major areas of computational intelligence and a wide range of problems in finance, such as portfolio optimization, credit risk analysis, asset valuation, financial forecasting, and trading.