Download or read book Analytic Weakly Stationary Processes written by Tatsuo Kawata and published by . This book was released on 1975 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Analysis of Stationary Time Series written by Ulf Grenander and published by . This book was released on 1957 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Financial Data Analytics with R written by Jenny K. Chen and published by CRC Press. This book was released on 2024-07-12 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Data Analysis with R: Monte-Carlo Validation is a comprehensive exploration of statistical methodologies and their applications in finance. Readers are taken on a journey in each chapter through practical explanations and examples, enabling them to develop a solid foundation of these methods in R and their applications in finance. This book serves as an indispensable resource for finance professionals, analysts, and enthusiasts seeking to harness the power of data-driven decision-making. The book goes beyond just teaching statistical methods in R and incorporates a unique section of informative Monte-Carlo simulations. These Monte-Carlo simulations are uniquely designed to showcase the reader the potential consequences and misleading conclusions that can arise when fundamental model assumptions are violated. Through step-by-step tutorials and realworld cases, readers will learn how and why model assumptions are important to follow. With a focus on practicality, Financial Data Analysis with R: Monte-Carlo Validation equips readers with the skills to construct and validate financial models using R. The Monte-Carlo simulation exercises provide a unique opportunity to understand the methods further, making this book an essential tool for anyone involved in financial analysis, investment strategy, or risk management. Whether you are a seasoned professional or a newcomer to the world of financial analytics, this book serves as a guiding light, empowering you to navigate the landscape of finance with precision and confidence. Key Features: An extensive compilation of commonly used financial data analytics methods from fundamental to advanced levels Learn how to model and analyze financial data with step-by-step illustrations in R and ready-to-use publicly available data Includes Monte-Carlo simulations uniquely designed to showcase the reader the potential consequences and misleading conclusions that arise when fundamental model assumptions are violated Data and computer programs are available for readers to replicate and implement the models and methods themselves

Download or read book Fourier Analysis of Stochastic Processes written by Tatsuo Kawata and published by . This book was released on 1983 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Spectral Analysis of Multivariate Weakly stationary Stochastic Processes written by Milton Rosenberg and published by . This book was released on 1964 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Applications of Analytic Function Theory to Analysis of Single sideband Angle modulated Systems written by John Hoyt Painter and published by . This book was released on 1969 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analytic function theory applications to analysis of single-sideband angle modulated systems.

Download or read book Selected Papers on Analysis Probability and Statistics written by Katsumi Nomizu and published by American Mathematical Soc.. This book was released on 1994 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents papers in the general area of mathematical analysis as it pertains to probability and statistics, dynamical systems, differential equations, and analytic function theory. Among the topics discussed are: stochastic differential equations, spectra of the Laplacian and Schrödinger operators, nonlinear partial differential equations which generate dissipative dynamical systems, fractal analysis on self-similar sets, and the global structure of analytic functions.

Download or read book Construction Analytics written by Mohsen Shahandashti and published by Springer Nature. This book was released on 2023-04-24 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text covers R program coding for the implementation of two essential data analytics for practical construction problems. The first part of this book explains time series basics, models, and forecasting approaches in the context of the construction industry, accompanied by practical examples in construction. The second part describes the concept of investment valuation for construction projects and provides both deterministic and probabilistic techniques to conduct investment valuation on construction projects. R code scripts are provided in this book for solving practical problems in the construction industry. This book is also equipped with an R Package entitled “cdar” to provide the necessary functions for performing investment valuation. The book maximizes students’ understanding of the necessary theoretical background of data analytics, and explains the implementation of data analytics techniques to solve the actual problems in the construction industry.

Download or read book Advanced Data Analytics Using Python written by Sayan Mukhopadhyay and published by Apress. This book was released on 2018-03-29 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gain a broad foundation of advanced data analytics concepts and discover the recent revolution in databases such as Neo4j, Elasticsearch, and MongoDB. This book discusses how to implement ETL techniques including topical crawling, which is applied in domains such as high-frequency algorithmic trading and goal-oriented dialog systems. You’ll also see examples of machine learning concepts such as semi-supervised learning, deep learning, and NLP. Advanced Data Analytics Using Python also covers important traditional data analysis techniques such as time series and principal component analysis. After reading this book you will have experience of every technical aspect of an analytics project. You’ll get to know the concepts using Python code, giving you samples to use in your own projects. What You Will Learn Work with data analysis techniques such as classification, clustering, regression, and forecasting Handle structured and unstructured data, ETL techniques, and different kinds of databases such as Neo4j, Elasticsearch, MongoDB, and MySQL Examine the different big data frameworks, including Hadoop and Spark Discover advanced machine learning concepts such as semi-supervised learning, deep learning, and NLP Who This Book Is For Data scientists and software developers interested in the field of data analytics.

Download or read book On the Multivariate Analysis of Weakly Stationary Stochastic Processes written by L. H. Koopmans and published by . This book was released on 1965 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Introduction to IoT Analytics written by Harry G. Perros and published by CRC Press. This book was released on 2021-03-31 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers techniques that can be used to analyze data from IoT sensors and addresses questions regarding the performance of an IoT system. It strikes a balance between practice and theory so one can learn how to apply these tools in practice with a good understanding of their inner workings. This is an introductory book for readers who have no familiarity with these techniques. The techniques presented in An Introduction to IoT Analytics come from the areas of machine learning, statistics, and operations research. Machine learning techniques are described that can be used to analyze IoT data generated from sensors for clustering, classification, and regression. The statistical techniques described can be used to carry out regression and forecasting of IoT sensor data and dimensionality reduction of data sets. Operations research is concerned with the performance of an IoT system by constructing a model of the system under study and then carrying out a what-if analysis. The book also describes simulation techniques. Key Features IoT analytics is not just machine learning but also involves other tools, such as forecasting and simulation techniques. Many diagrams and examples are given throughout the book to fully explain the material presented. Each chapter concludes with a project designed to help readers better understand the techniques described. The material in this book has been class tested over several semesters. Practice exercises are included with solutions provided online at www.routledge.com/9780367686314 Harry G. Perros is a Professor of Computer Science at North Carolina State University, an Alumni Distinguished Graduate Professor, and an IEEE Fellow. He has published extensively in the area of performance modeling of computer and communication systems.

Download or read book Fourier Analysis of Economic Phenomena written by Toru Maruyama and published by Springer. This book was released on 2019-07-03 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first monograph that discusses in detail the interactions between Fourier analysis and dynamic economic theories, in particular, business cycles.Many economic theories have analyzed cyclical behaviors of economic variables. In this book, the focus is on a couple of trials: (1) the Kaldor theory and (2) the Slutsky effect. The Kaldor theory tries to explain business fluctuations in terms of nonlinear, 2nd-order ordinary differential equations (ODEs). In order to explain periodic behaviors of a solution, the Hopf-bifurcation theorem frequently plays a key role. Slutsky's idea is to look at the periodic movement as an overlapping effect of random shocks. The Slutsky process is a weakly stationary process, the periodic (or almost periodic) behavior of which can be analyzed by the Bochner theorem. The goal of this book is to give a comprehensive and rigorous justification of these ideas. Therefore, the aim is first to give a complete theory that supports the Hopf theorem and to prove the existence of periodic solutions of ODEs; and second to explain the mathematical structure of the Bochner theorem and its relation to periodic (or almost periodic) behaviors of weakly stationary processes.Although these two targets are the principal ones, a large number of results from Fourier analysis must be prepared in order to reach these goals. The basic concepts and results from classical as well as generalized Fourier analysis are provided in a systematic way.Prospective readers are assumed to have sufficient knowledge of real, complex analysis. However, necessary economic concepts are explained in the text, making this book accessible even to readers without a background in economics.

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dynamic Model Analysis written by Mario Faliva and published by Springer Science & Business Media. This book was released on 2008-10-24 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition sees the light three years after the first one: too short a time to feel seriously concerned to redesign the entire book, but sufficient to be challenged by the prospect of sharpening our investigation on the working of econometric dynamic models and to be inclined to change the title of the new edition by dropping the “Topics in” of the former edition. After considerable soul searching we agreed to include several results related to topics already covered, as well as additional sections devoted to new and sophisticated techniques, which hinge mostly on the latest research work on linear matrix polynomials by the second author. This explains the growth of chapter one and the deeper insight into representation theorems in the last chapter of the book. The rôle of the second chapter is that of providing a bridge between the mathematical techniques in the backstage and the econometric profiles in the forefront of dynamic modelling. For this purpose, we decided to add a new section where the reader can find the stochastic rationale of vector autoregressive specifications in econometrics. The third (and last) chapter improves on that of the first edition by re- ing the fruits of the thorough analytic equipment previously drawn up.

Download or read book Data Science and Risk Analytics in Finance and Insurance written by Tze Leung Lai and published by CRC Press. This book was released on 2024-10-02 with total page 1098 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium and insolvency in insurance contracts. Part II provides an overview of machine learning (including supervised, unsupervised, and reinforcement learning), Monte Carlo simulation, and sequential analysis techniques for risk analytics. In Part III, the book offers a non-technical introduction to four key areas in financial technology: artificial intelligence, blockchain, cloud computing, and big data analytics. Key Features: Provides a comprehensive and in-depth overview of data science methods for financial and insurance risks. Unravels bandits, Markov decision processes, reinforcement learning, and their interconnections. Promotes sequential surveillance and predictive analytics for abrupt changes in risk factors. Introduces the ABCDs of FinTech: Artificial intelligence, blockchain, cloud computing, and big data analytics. Includes supplements and exercises to facilitate deeper comprehension.

Download or read book Correlated Data Analysis Modeling Analytics and Applications written by Xue-Kun Song and published by Springer Science & Business Media. This book was released on 2007-07-27 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components in the formulation of joint models for correlated data. This enables the book to cover a broader range of data types than the traditional generalized linear models. The reader is provided with a systematic treatment for the topic of estimating functions, and both generalized estimating equations (GEE) and quadratic inference functions (QIF) are studied as special cases. In addition to the discussions on marginal models and mixed-effects models, this book covers new topics on joint regression analysis based on Gaussian copulas.