Applied Modeling Techniques and Data Analysis 2

Applied Modeling Techniques and Data Analysis 2

by Yannis Dimotikalis, Alex Karagrigoriou, Christina Parpoula, Christos H. Skiadas
Released May 2021
Publisher(s): Wiley-ISTE
ISBN: 9781786306746

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Book description

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.

Table of contents

  1. Cover
  2. Title Page
  3. Copyright
  4. Preface
  5. PART 1: Financial and Demographic Modeling Techniques
    1. 1 Data Mining Application Issues in the Taxpayer Selection Process
      1. 1.1. Introduction
      2. 1.2. Materials and methods
      3. 1.3. Results
      4. 1.4. Discussion
      5. 1.5. Conclusion
      6. 1.6. References
    2. 2 Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model
      1. 2.1. Introduction
      2. 2.2. The results
      3. 2.3. Proofs
      4. 2.4. References
    3. 3 New Dividend Strategies
      1. 3.1. Introduction
      2. 3.2. Model 1
      3. 3.3. Model 2
      4. 3.4. Conclusion and further results
      5. 3.5. Acknowledgments
      6. 3.6. References
    4. 4 Introduction of Reserves in Self-adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan
      1. 4.1. Introduction
      2. 4.2. The pension system
      3. 4.3. Theoretical framework of the Musgrave rule
      4. 4.4. Transformation of the retirement fund
      5. 4.5. Conclusion
      6. 4.6. References
    5. 5 Forecasting Stochastic Volatility for Exchange Rates using EWMA
      1. 5.1. Introduction
      2. 5.2. Data
      3. 5.3. Empirical model
      4. 5.4. Exchange rate volatility forecasting
      5. 5.5. Conclusion
      6. 5.6. Acknowledgments
      7. 5.7. References
    6. 6 An Arbitrage-free Large Market Model for Forward Spread Curves
      1. 6.1. Introduction and background
      2. 6.2. Construction of a market with infinitely many assets
      3. 6.3. Existence, uniqueness and non-negativity
      4. 6.4. Conclusion and future works
      5. 6.5. References
    7. 7 Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751-2016) with Forecasts to 2060
      1. 7.1. Life expectancy and healthy life expectancy estimates
      2. 7.2. The logistic model
      3. 7.3. The HALE estimates and our direct calculations
      4. 7.4. Conclusion
      5. 7.5. References
    8. 8 Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania
      1. 8.1. Introduction
      2. 8.2. Material and method
      3. 8.3. Results
      4. 8.4. Discussion
      5. 8.5. References
    9. 9 Some Remarks on the Coronavirus Pandemic in Europe
      1. 9.1. Introduction
      2. 9.2. Background
      3. 9.3. Materials and analyses
      4. 9.4. The first phase of the pandemic
      5. 9.5. Concluding remarks
      6. 9.6. References
  6. PART 2: Applied Stochastic and Statistical Models and Methods
    1. 10 The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data
      1. 10.1. Introduction
      2. 10.2. The double flexible Dirichlet distribution
      3. 10.3. Computational and estimation issues
      4. 10.4. References
    2. 11 Quantization of Transformed Lévy Measures
      1. 11.1. Introduction
      2. 11.2. Estimation strategy
      3. 11.3. Estimation of masses and the atoms
      4. 11.4. Simulation results
      5. 11.5. Conclusion
      6. 11.6. References
    3. 12 A Flexible Mixture Regression Model for Bounded Multivariate Responses
      1. 12.1. Introduction
      2. 12.2. Flexible Dirichlet regression model
      3. 12.3. Inferential issues
      4. 12.4. Simulation studies
      5. 12.5. Discussion
      6. 12.6. References
    4. 13 On Asymptotic Structure of the Critical Galton-Watson Branching Processes with Infinite Variance and Allowing Immigration
      1. 13.1. Introduction
      2. 13.2. Invariant measures of GW process
      3. 13.3. Invariant measures of GWPI
      4. 13.4. Conclusion
      5. 13.5. References
    5. 14 Properties of the Extreme Points of the Joint Eigenvalue Probability Density Function of the Wishart Matrix
      1. 14.1. Introduction
      2. 14.2. Background
      3. 14.3. Polynomial factorization of the Vandermonde and Wishart matrices
      4. 14.4. Matrix norm of the Vandermonde and Wishart matrices
      5. 14.5. Condition number of the Vandermonde and Wishart matrices
      6. 14.6. Conclusion
      7. 14.7. Acknowledgments
      8. 14.8. References
    6. 15 Forecast Uncertainty of the Weighted TAR Predictor
      1. 15.1. Introduction
      2. 15.2. SETAR predictors and bootstrap prediction intervals
      3. 15.3. Monte carlo simulation
      4. 15.4. References
    7. 16 Revisiting Transitions Between Superstatistics
      1. 16.1. Introduction
      2. 16.2. From superstatistic to transition between superstatistics
      3. 16.3. Transition confirmation
      4. 16.4. Beck’s transition model
      5. 16.5. Conclusion
      6. 16.6. Acknowledgments
      7. 16.7. References
    8. 17 Research on Retrial Queue with Two-Way Communication in a Diffusion Environment
      1. 17.1. Introduction
      2. 17.2. Mathematical model
      3. 17.3. Asymptotic average characteristics
      4. 17.4. Deviation of the number of applications in the system
      5. 17.5. Probability distribution density of device states
      6. 17.6. Conclusion
      7. 17.7. References
  7. List of Authors
  8. Index
  9. End User License Agreement

Product information

  • Title: Applied Modeling Techniques and Data Analysis 2
  • Author(s): Yannis Dimotikalis, Alex Karagrigoriou, Christina Parpoula, Christos H. Skiadas
  • Release date: May 2021
  • Publisher(s): Wiley-ISTE
  • ISBN: 9781786306746