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Data Analysis and Related Applications, 3: Theory and practice -- new approaches

The book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis and related applications, arising from data science, operations research, engineering, machine learning or statistics. The ch...

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Bibliographic Details
Main Author: Dimotikalis, Yiannis
Other Authors: Skiadas, Christos H.
Format: eBook
Language:English
Published: Newark John Wiley & Sons, Incorporated 2024
Series:Innovation, entrepreneurship and management series. Big data, artificial intelligence, and data analysis set
Subjects:
Electronic Data Processing / Http://id.loc.gov/authorities/subjects/sh85042288
Quantitative Research / Http://id.loc.gov/authorities/subjects/sh2007000909
Recherche Quantitative
Mathematical Statistics / Http://id.loc.gov/authorities/subjects/sh85082133
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • 5.3. Simulation study
  • 5.4. References
  • Chapter 6. Restricted Minimum Density Power Divergence Estimator for Step-stress ALT with Nondestructive One-shot Devices
  • 6.1. Introduction
  • 6.2. Minimum density power divergence estimator and restricted minimum density power divergence estimator
  • 6.3. Influence function of the restricted minimum density power divergence estimator
  • 6.4. Applications of the restricted MDPDE
  • 6.4.1. Rao-type test statistics
  • 6.4.2. DPD-based statistics
  • 6.5. Simulation study
  • 6.6. Conclusions
  • 6.7. References
  • Part 3. Finance
  • Chapter 7. Properties of American Options Under a Semi-Markov Modulated Black-Scholes Model
  • 7.1. Introduction
  • 7.2. American option pricing
  • 7.3. Exercising strategies
  • 7.3.1. Setting parameters
  • 7.3.2. Relationship between the option price and "economic situation, asset price and maturity"
  • 7.3.3. Relationship between option price and transition probability matrix
  • 7.3.4. Consideration of the optimal exercise region
  • 7.3.5. Condition of transition probability matrix for option price transition to be monotonous
  • 7.4. Conclusion
  • 7.5. References
  • Chapter 4. Blackjack and the Kelly Bet: A Simulation Assessment of Selected Playing Strategies
  • 4.1. Introduction
  • 4.2. Blackjack
  • 4.2.1. Rules of the game
  • 4.3. Kelly bet
  • 4.4. Simulation study
  • 4.4.1. Modeling assumptions
  • 4.5. Empirical results
  • 4.6. Conclusions
  • 4.7. References
  • Part 2. Estimators
  • Chapter 5. An Evaluation of the Efficiency of a Shape Parameter Estimator for the Log-logistic Distribution
  • 5.1. Introduction
  • 5.2. Estimation of the shape parameter
  • 5.2.1. Estimators under study
  • 5.2.2. Asymptotic properties of the estimators
  • 2.2. Multivariate kernel density estimation
  • 2.2.1. Kernel density estimator
  • 2.2.2. The optimal bandwidth
  • 2.3. Kernel discriminant analysis
  • 2.4. Applying kernel discriminant analysis to local data
  • 2.4.1. Description of data
  • 2.4.2. Variable selection
  • 2.5. Conclusion
  • 2.6. References
  • Chapter 3. Introducing an Ontology of Adolescents' Digital Leisure
  • 3.1. Introduction
  • 3.2. Related work
  • 3.3. Ontology
  • 3.4. Description of the ontology construction
  • 3.5. Data annotation
  • 3.6. Conclusions
  • 3.7. Acknowledgments
  • 3.8. References
  • Cover
  • Title Page
  • Copyright Page
  • Contents
  • Part 1. Data Analysis Classification
  • Chapter 1. Walking into the Digital Era: Comparison of the European Union Countries in the Last Decade
  • 1.1. Introduction
  • 1.1.1. The dataset
  • 1.1.2. Preliminary analysis of the data
  • 1.2. Double principal component analysis: a brief description
  • 1.3. Representation of the trajectories
  • 1.4. Some final conclusions
  • 1.5. Acknowledgements
  • 1.6. References
  • Chapter 2. Multivariate Kernel Discrimination Applied to Bank Loan Classification
  • 2.1. Introduction

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