Sustainability of the Theories Developed by Mathematical Finance and Mathematical Economics with Applications


Book Description

The topics studied in this Special Issue include a wide range of areas in finance, economics, tourism, management, marketing, and education. The topics in finance include stock market, volatility and excess returns, REIT, warrant and options, herding behavior and trading strategy, supply finance, and corporate finance. The topics in economics including economic growth, income poverty, and political economics.




Methods in Brain Connectivity Inference through Multivariate Time Series Analysis


Book Description

Interest in brain connectivity inference has become ubiquitous and is now increasingly adopted in experimental investigations of clinical, behavioral, and experimental neurosciences. Methods in Brain Connectivity Inference through Multivariate Time Series Analysis gathers the contributions of leading international authors who discuss different time




Artificial Intelligence and Causal Inference


Book Description

Artificial Intelligence and Causal Inference address the recent development of relationships between artificial intelligence (AI) and causal inference. Despite significant progress in AI, a great challenge in AI development we are still facing is to understand mechanism underlying intelligence, including reasoning, planning and imagination. Understanding, transfer and generalization are major principles that give rise intelligence. One of a key component for understanding is causal inference. Causal inference includes intervention, domain shift learning, temporal structure and counterfactual thinking as major concepts to understand causation and reasoning. Unfortunately, these essential components of the causality are often overlooked by machine learning, which leads to some failure of the deep learning. AI and causal inference involve (1) using AI techniques as major tools for causal analysis and (2) applying the causal concepts and causal analysis methods to solving AI problems. The purpose of this book is to fill the gap between the AI and modern causal analysis for further facilitating the AI revolution. This book is ideal for graduate students and researchers in AI, data science, causal inference, statistics, genomics, bioinformatics and precision medicine. Key Features: Cover three types of neural networks, formulate deep learning as an optimal control problem and use Pontryagin’s Maximum Principle for network training. Deep learning for nonlinear mediation and instrumental variable causal analysis. Construction of causal networks is formulated as a continuous optimization problem. Transformer and attention are used to encode-decode graphics. RL is used to infer large causal networks. Use VAE, GAN, neural differential equations, recurrent neural network (RNN) and RL to estimate counterfactual outcomes. AI-based methods for estimation of individualized treatment effect in the presence of network interference.




Handbook of Time Series Analysis


Book Description

This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest developments will profit from this handbook.







Causality in the Sciences


Book Description

There is a need for integrated thinking about causality, probability and mechanisms in scientific methodology. Causality and probability are long-established central concepts in the sciences, with a corresponding philosophical literature examining their problems. On the other hand, the philosophical literature examining mechanisms is not long-established, and there is no clear idea of how mechanisms relate to causality and probability. But we need some idea if we are to understand causal inference in the sciences: a panoply of disciplines, ranging from epidemiology to biology, from econometrics to physics, routinely make use of probability, statistics, theory and mechanisms to infer causal relationships. These disciplines have developed very different methods, where causality and probability often seem to have different understandings, and where the mechanisms involved often look very different. This variegated situation raises the question of whether the different sciences are really using different concepts, or whether progress in understanding the tools of causal inference in some sciences can lead to progress in other sciences. The book tackles these questions as well as others concerning the use of causality in the sciences.




Nonlinear Time Series Analysis of Economic and Financial Data


Book Description

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.




Multivariate Tests for Time Series Models


Book Description

Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying the appropriate multivariate time series model to use, this book explores the nature and application of these increasingly complex tests.




Data Mining for Social Robotics


Book Description

This book explores an approach to social robotics based solely on autonomous unsupervised techniques and positions it within a structured exposition of related research in psychology, neuroscience, HRI, and data mining. The authors present an autonomous and developmental approach that allows the robot to learn interactive behavior by imitating humans using algorithms from time-series analysis and machine learning. The first part provides a comprehensive and structured introduction to time-series analysis, change point discovery, motif discovery and causality analysis focusing on possible applicability to HRI problems. Detailed explanations of all the algorithms involved are provided with open-source implementations in MATLAB enabling the reader to experiment with them. Imitation and simulation are the key technologies used to attain social behavior autonomously in the proposed approach. Part two gives the reader a wide overview of research in these areas in psychology, and ethology. Based on this background, the authors discuss approaches to endow robots with the ability to autonomously learn how to be social. Data Mining for Social Robots will be essential reading for graduate students and practitioners interested in social and developmental robotics.




Regression Analysis and Linear Models


Book Description

Emphasizing conceptual understanding over mathematics, this user-friendly text introduces linear regression analysis to students and researchers across the social, behavioral, consumer, and health sciences. Coverage includes model construction and estimation, quantification and measurement of multivariate and partial associations, statistical control, group comparisons, moderation analysis, mediation and path analysis, and regression diagnostics, among other important topics. Engaging worked-through examples demonstrate each technique, accompanied by helpful advice and cautions. The use of SPSS, SAS, and STATA is emphasized, with an appendix on regression analysis using R. The companion website (www.afhayes.com) provides datasets for the book's examples as well as the RLM macro for SPSS and SAS. Pedagogical Features: *Chapters include SPSS, SAS, or STATA code pertinent to the analyses described, with each distinctively formatted for easy identification. *An appendix documents the RLM macro, which facilitates computations for estimating and probing interactions, dominance analysis, heteroscedasticity-consistent standard errors, and linear spline regression, among other analyses. *Students are guided to practice what they learn in each chapter using datasets provided online. *Addresses topics not usually covered, such as ways to measure a variable’s importance, coding systems for representing categorical variables, causation, and myths about testing interaction.