Data Analysis and Applications 4: Financial Data Analysis and Methods

Author:   Andreas Makrides ,  Alex Karagrigoriou ,  Christos H. Skiadas
Publisher:   ISTE Ltd and John Wiley & Sons Inc
ISBN:  

9781786306241


Pages:   320
Publication Date:   20 March 2020
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Data Analysis and Applications 4: Financial Data Analysis and Methods


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Author:   Andreas Makrides ,  Alex Karagrigoriou ,  Christos H. Skiadas
Publisher:   ISTE Ltd and John Wiley & Sons Inc
Imprint:   ISTE Ltd and John Wiley & Sons Inc
Dimensions:   Width: 16.30cm , Height: 2.30cm , Length: 23.90cm
Weight:   0.590kg
ISBN:  

9781786306241


ISBN 10:   1786306247
Pages:   320
Publication Date:   20 March 2020
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Part 1. Financial Data Analysis and Methods 1. Forecasting Methods in Extreme Scenarios and Advanced Data Analytics for Improved Risk Estimation, George-Jason Siouris, Despoina Skilogianni and Alex Karagrigoriou. 2. Credit Portfolio Risk Evaluation with Non-Gaussian One-factor Merton Models and its Application to CDO Pricing, Takuya Fujii and Takayuki Shiohama. 3. Towards an Improved Credit Scoring System with Alternative Data: the Greek Case, Panagiota Giannouli and Christos E. Kountzakis. 4. EM Algorithm for Estimating the Parameters of the Multivariate Stable Distribution, Leonidas Sakalauskas and Ingrida Vaiciulyte. Part 2. Statistics and Stochastic Data Analysis and Methods 5. Methods for Assessing Critical States of Complex Systems, Valery Antonov. 6. Resampling Procedures for a More Reliable Extremal Index Estimation, Dora Prata Gomes and M. Manuela Neves. 7. Generalizations of Poisson Process in the Modeling of Random Processes Related to Road Accidents, Franciszek Grabski. 8. Dependability and Performance Analysis for a Two Unit Multi-state System with Imperfect Switch, Vasilis P. Koutras, Sonia Malefaki and Agapios N. Platis. 9. Models for Time Series Whose Trend Has Local Maximum and Minimum Values, Norio Watanabe. 10. How to Model the Covariance Structure in a Spatial Framework: Variogram or Correlation Function?, Giovanni Pistone and Grazia Vicario. 11. Comparison of Stochastic Processes, Jesús Enrique García, Ramin Gholizadeh and Verónica Andrea González-López. Part 3 . Demographic Methods and Data Analysis 12. Conjoint Analysis of Gross Annual Salary Re-evaluation: Evidence from Lombardy ELECTUS Data, Paolo Mariani, Andrea Marletta and Mariangela Zenga. 13. Methodology for an Optimum Health Expenditure Allocation, George Matalliotakis. 14. Probabilistic Models for Clinical Pathways: The Case of Chronic Patients, Stergiani Spyrou, Anatoli Kazektsidou and Panagiotis Bamidis. 15. On Clustering Techniques for Multivariate Demographic Health Data, Achilleas Anastasiou, George Mavridoglou, Petros Hatzopoulos and Alex Karagrigoriou. 16. Tobacco-related Mortality in Greece: The Effect of Malignant Neoplasms, Circulatory and Respiratory Diseases,1994–2016, Konstantinos N. Zafeiris.

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Andreas Makrides is Associate Lecturer of Statistics at the University of Central Lancashire, Cyprus (UClan) and conducted postdoctoral research at the Laboratoire de Mathématiques Raphaël Salem, Université de Rouen, France. Alex Karagrigoriou is Professor of Probability and Statistics at the University of the Aegean, Greece. He is also the faculty�s Head of Graduate Studies and Director of the in-house Laboratory of Statistics and Data Analysis. Christos H. Skiadas is former vice-Rector at the Technical University of Crete, Greece and founder of its Data Analysis and Forecasting Laboratory. He continues his research in ManLab, in the faculty�s Department of Production Engineering and Management.

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