Overview

This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techniques, since the traditional way of designing mathematical models – based on researchers’ insights – can no longer keep pace with the ever-increasing data flow. To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics. In terms of capitalizing on data science, many application areas are way ahead of economics. To close this gap, the book provides examples of how data science techniques can be used in economics. Corresponding techniques range from almost traditional statistics to promising novel ideas such as quantum econometrics. Given its scope, the book will appeal to students and researchers interested in state-of-the-art developments, and to practitioners interested in using data science techniques.  

Full Product Details

Author:   Nguyen Ngoc Thach ,  Vladik Kreinovich ,  Nguyen Duc Trung
Publisher:   Springer Nature Switzerland AG
Imprint:   Springer Nature Switzerland AG
Edition:   1st ed. 2021
Volume:   898
Weight:   0.973kg
ISBN:  

9783030488550

ISBN 10:   3030488551
Pages:   633
Publication Date:   14 November 2021
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.

Table of Contents

A Theory-based Lasso for Time-Series Data.- Invariance-Based Explanation.- Composition of Quantum Operations and Their Fixed Points.- Information quality: the contribution of fuzzy methods.- Parameter-Centric Analysis Grossly Exaggerates Certainty.- Three Approaches to the Comparison of Random Variables.- A QP framework: a contextual representation of agents' preferences in investment choice.- How to Make a Decision Based on the Minimum Bayes Factor (MBF): Explanation of the Jeffreys Scale.- Extending the A Priori Procedure (APP) to Address Correlation Coefficients.- Variable Selection and Estimation in Kink Regression Model.- Performance of microfinance institutions in Vietnam.- Factors Influencing on University Reputation in Viet Nam: Model Selection by AIC.- Impacts of Internal and External Macro Factors on Firm Stock Price in an Expansion Econometric Model – A Case in Vietnam Real Estate Industry.- How Values Influence Economic Progress? An Evidence from South And Southeast Asian Countries.- The Effect of Governance Characteristics on Firm Performance: Evidence from Vietnam.- Does Capital Affect Bank Risk in Vietnam: A Bayesian Approach.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions