Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics

This book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to best use successful data processing techniques from other application areas (e.g., from quantum physics). The book also covers applications...

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Bibliographic Details
Other Authors: Ngoc Thach, Nguyen (Editor), Kreinovich, Vladik (Editor), Ha, Doan Thanh (Editor), Trung, Nguyen Duc (Editor)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2022, 2022
Edition:1st ed. 2022
Series:Studies in Systems, Decision and Control
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Correcting Interval-Valued Expert Estimates: Empirical Formulas Explained
  • On the Skill of Influential Predictions
  • How to Find the Dependence Based on Measurements with Unknown Accuracy:Towards a Theoretical Justification for Midpoint and Convex-Combination Interval Techniques and Their Generalizations
  • An Alternative Extragradient Method for a Vector Quasi-Equilibrium Problem to a Vector Generalized Nash Equilibrium Problem
  • Introduction to Rare-Event Predictive Modeling for Inferential Statisticians
  • A Hands-On Application in the Prediction of Breakthrough Patents
  • Logical aspects of quantum structures