Author : Ivan Jeliazkov
Publisher : Emerald Group Publishing
Page : 361 pages
File Size : 31,74 MB
Release : 2014-11-21
Category : Political Science
ISBN : 1784411841
This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.
Author :
Publisher : Elsevier
Page : 788 pages
File Size : 39,15 MB
Release : 2021-12-09
Category : Social Science
ISBN : 0323915140
Handbook of Industrial Organization, Volume Four highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of expert authors. - Presents authoritative surveys and reviews of advances in theory and econometrics - Reviews recent research on capital raising methods and institutions - Includes discussions on developing countries
Author : Stefan Nagel
Publisher : Princeton University Press
Page : 156 pages
File Size : 41,8 MB
Release : 2021-05-11
Category : Business & Economics
ISBN : 0691218706
A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book, Stefan Nagel examines the promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation.
Author : Martin J. Wainwright
Publisher : Cambridge University Press
Page : 571 pages
File Size : 23,32 MB
Release : 2019-02-21
Category : Business & Economics
ISBN : 1108498027
A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.
Author : Wei-Chiang Hong
Publisher : Springer Nature
Page : 188 pages
File Size : 37,48 MB
Release : 2020-01-01
Category : Business & Economics
ISBN : 3030365298
This book is written for researchers and postgraduates who are interested in developing high-accurate energy demand forecasting models that outperform traditional models by hybridizing intelligent technologies. It covers meta-heuristic algorithms, chaotic mapping mechanism, quantum computing mechanism, recurrent mechanisms, phase space reconstruction, and recurrence plot theory. The book clearly illustrates how these intelligent technologies could be hybridized with those traditional forecasting models. This book provides many figures to deonstrate how these hybrid intelligent technologies are being applied to exceed the limitations of existing models.
Author : Ana Jesus Lopez-Menendez
Publisher : MDPI
Page : 200 pages
File Size : 35,5 MB
Release : 2020-12-29
Category : Technology & Engineering
ISBN : 3039364871
This book shows the potential of entropy and information theory in forecasting, including both theoretical developments and empirical applications. The contents cover a great diversity of topics, such as the aggregation and combination of individual forecasts, the comparison of forecasting performance, and the debate concerning the tradeoff between complexity and accuracy. Analyses of forecasting uncertainty, robustness, and inconsistency are also included, as are proposals for new forecasting approaches. The proposed methods encompass a variety of time series techniques (e.g., ARIMA, VAR, state space models) as well as econometric methods and machine learning algorithms. The empirical contents include both simulated experiments and real-world applications focusing on GDP, M4-Competition series, confidence and industrial trend surveys, and stock exchange composite indices, among others. In summary, this collection provides an engaging insight into entropy applications for forecasting, offering an interesting overview of the current situation and suggesting possibilities for further research in this field.
Author : American Economic Association
Publisher :
Page : 1062 pages
File Size : 38,22 MB
Release : 1976
Category : Economics
ISBN :
Author : Kenneth Train
Publisher : Cambridge University Press
Page : 399 pages
File Size : 20,46 MB
Release : 2009-07-06
Category : Business & Economics
ISBN : 0521766559
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
Author : Robert Stanton McMillan
Publisher :
Page : 336 pages
File Size : 49,72 MB
Release : 2005
Category :
ISBN :
Author : L. Ohno-Machado
Publisher : IOS Press
Page : 2078 pages
File Size : 49,2 MB
Release : 2019-11-12
Category : Medical
ISBN : 164368003X
Combining and integrating cross-institutional data remains a challenge for both researchers and those involved in patient care. Patient-generated data can contribute precious information to healthcare professionals by enabling monitoring under normal life conditions and also helping patients play a more active role in their own care. This book presents the proceedings of MEDINFO 2019, the 17th World Congress on Medical and Health Informatics, held in Lyon, France, from 25 to 30 August 2019. The theme of this year’s conference was ‘Health and Wellbeing: E-Networks for All’, stressing the increasing importance of networks in healthcare on the one hand, and the patient-centered perspective on the other. Over 1100 manuscripts were submitted to the conference and, after a thorough review process by at least three reviewers and assessment by a scientific program committee member, 285 papers and 296 posters were accepted, together with 47 podium abstracts, 7 demonstrations, 45 panels, 21 workshops and 9 tutorials. All accepted paper and poster contributions are included in these proceedings. The papers are grouped under four thematic tracks: interpreting health and biomedical data, supporting care delivery, enabling precision medicine and public health, and the human element in medical informatics. The posters are divided into the same four groups. The book presents an overview of state-of-the-art informatics projects from multiple regions of the world; it will be of interest to anyone working in the field of medical informatics.
