Download or read book Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.

Download or read book Regression and Time Series Model Selection written by Allan D. R. McQuarrie and published by World Scientific. This book was released on 1998 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important book describes procedures for selecting a model from a large set of competing statistical models. It includes model selection techniques for univariate and multivariate regression models, univariate and multivariate autoregressive models, nonparametric (including wavelets) and semiparametric regression models, and quasi-likelihood and robust regression models. Information-based model selection criteria are discussed, and small sample and asymptotic properties are presented. The book also provides examples and large scale simulation studies comparing the performances of information-based model selection criteria, bootstrapping, and cross-validation selection methods over a wide range of models.

Download or read book The Oxford Handbook of Group and Organizational Learning written by Linda Argote and published by Oxford University Press. This book was released on 2020-01-02 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: Groups and organizations vary dramatically in their ability to learn. Some acquire substantial knowledge as a function of experience, while others do not. In groups, learning can occur at the level of the individual member and/or the group as a whole. In organizations, learning can occur at both of these levels as well as that of the wider collective. Besides varying in the amount and kind of information they acquire, groups and organizations also vary regarding their success in retaining knowledge and transferring it to other units. In general, groups and organizations that are proficient in acquiring, retaining, and transfering knowledge are more productive and more enduring than their less able counterparts. The goal of this handbook is to bring together cutting-edge theoretical and empirical work on group and organizational learning by leading scholars from several disciplines. Because many of the same processes influence learning in groups and organizations, including both kinds of learning in the same volume has the potential to facilitate the integration of knowledge and the cross-fertilization of ideas. These benefits are reciprocal, in that research at the group level can shed light on how organizations learn whereas research at the organizational level can illuminate how groups learn. By clarifying similarities and differences in the processes that underlie learning in groups and organizations, the handbook advances understanding of the causes and consequences of learning in collectives of varying size and complexity.

Download or read book Applying Quantitative Bias Analysis to Epidemiologic Data written by Timothy L. Lash and published by Springer Science & Business Media. This book was released on 2011-04-14 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bias analysis quantifies the influence of systematic error on an epidemiology study’s estimate of association. The fundamental methods of bias analysis in epi- miology have been well described for decades, yet are seldom applied in published presentations of epidemiologic research. More recent advances in bias analysis, such as probabilistic bias analysis, appear even more rarely. We suspect that there are both supply-side and demand-side explanations for the scarcity of bias analysis. On the demand side, journal reviewers and editors seldom request that authors address systematic error aside from listing them as limitations of their particular study. This listing is often accompanied by explanations for why the limitations should not pose much concern. On the supply side, methods for bias analysis receive little attention in most epidemiology curriculums, are often scattered throughout textbooks or absent from them altogether, and cannot be implemented easily using standard statistical computing software. Our objective in this text is to reduce these supply-side barriers, with the hope that demand for quantitative bias analysis will follow.

Download or read book Algorithmic Learning Theory written by Yoav Freund and published by Springer. This book was released on 2008-10-02 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains papers presented at the 19th International Conference on Algorithmic Learning Theory (ALT 2008), which was held in Budapest, Hungary during October 13–16, 2008. The conference was co-located with the 11th - ternational Conference on Discovery Science (DS 2008). The technical program of ALT 2008 contained 31 papers selected from 46 submissions, and 5 invited talks. The invited talks were presented in joint sessions of both conferences. ALT 2008 was the 19th in the ALT conference series, established in Japan in 1990. The series Analogical and Inductive Inference is a predecessor of this series: it was held in 1986, 1989 and 1992, co-located with ALT in 1994, and s- sequently merged with ALT. ALT maintains its strong connections to Japan, but has also been held in other countries, such as Australia, Germany, Italy, Sin- pore, Spain and the USA. The ALT conference series is supervised by its Steering Committee: Naoki Abe (IBM T. J.

Download or read book Estimation Inference and Specification Analysis written by Halbert White and published by Cambridge University Press. This book was released on 1996-06-28 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.

Download or read book Methods of Meta Analysis written by John E Hunter and published by SAGE. This book was released on 2004-04-07 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covering the most important developments in meta-analysis from 1990 to 2004, this text presents new patterns in research findings as well as updated information on existing topics.

Download or read book Determining Sample Size written by Patrick Dattalo and published by Oxford University Press. This book was released on 2008 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: A researcher's decision about the sample to draw in a study may have an enormous impact on the results, and it rests on numerous statistical and practical considerations that can be difficult to juggle. Computer programs help, but no single software package exists that allows researchers to determine sample size across all statistical procedures. This pocket guide shows social work students, educators, and researchers how to prevent some of the mistakes that would result from a wrong sample size decision by describing and critiquing four main approaches to determining sample size. In concise, example-rich chapters, Dattalo covers sample-size determination using power analysis, confidence intervals, computer-intensive strategies, and ethical or cost considerations, as well as techniques for advanced and emerging statistical strategies such as structural equation modeling, multilevel analysis, repeated measures MANOVA and repeated measures ANOVA. He also offers strategies for mitigating pressures to increase sample size when doing so may not be feasible. Whether as an introduction to the process for students or as a refresher for experienced researchers, this practical guide is a perfect overview of a crucial but often overlooked step in empirical social work research.

Download or read book Handbook of Data Analysis written by Melissa A Hardy and published by SAGE. This book was released on 2009-06-17 with total page 729 pages. Available in PDF, EPUB and Kindle. Book excerpt: ′This book provides an excellent reference guide to basic theoretical arguments, practical quantitative techniques and the methodologies that the majority of social science researchers are likely to require for postgraduate study and beyond′ - Environment and Planning ′The book provides researchers with guidance in, and examples of, both quantitative and qualitative modes of analysis, written by leading practitioners in the field. The editors give a persuasive account of the commonalities of purpose that exist across both modes, as well as demonstrating a keen awareness of the different things that each offers the practising researcher′ - Clive Seale, Brunel University ′With the appearance of this handbook, data analysts no longer have to consult dozens of disparate publications to carry out their work. The essential tools for an intelligent telling of the data story are offered here, in thirty chapters written by recognized experts. ′ - Michael Lewis-Beck, F Wendell Miller Distinguished Professor of Political Science, University of Iowa ′This is an excellent guide to current issues in the analysis of social science data. I recommend it to anyone who is looking for authoritative introductions to the state of the art. Each chapter offers a comprehensive review and an extensive bibliography and will be invaluable to researchers wanting to update themselves about modern developments′ - Professor Nigel Gilbert, Pro Vice-Chancellor and Professor of Sociology, University of Surrey This is a book that will rapidly be recognized as the bible for social researchers. It provides a first-class, reliable guide to the basic issues in data analysis, such as the construction of variables, the characterization of distributions and the notions of inference. Scholars and students can turn to it for teaching and applied needs with confidence. The book also seeks to enhance debate in the field by tackling more advanced topics such as models of change, causality, panel models and network analysis. Specialists will find much food for thought in these chapters. A distinctive feature of the book is the breadth of coverage. No other book provides a better one-stop survey of the field of data analysis. In 30 specially commissioned chapters the editors aim to encourage readers to develop an appreciation of the range of analytic options available, so they can choose a research problem and then develop a suitable approach to data analysis.

Download or read book The Oxford Handbook of Human Resource Management written by Peter Boxall and published by Oxford University Press. This book was released on 2008-06-05 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: HRM is central to management teaching and research, and has emerged in the last decade as a significant field from its earlier roots in Personnel Management, Industrial Relations, and Industrial Psychology. People Management and High Performance teams have become key functions and goals for manager at all levels in organizations. The Oxford Handbook brings together leading scholars from around the world - and from a range of disciplines - to provide an authoritative account of current trends and developments. The Handbook is divided into four parts: * Foundations and Frameworks, * Core Processes and Functions, * Patterns and Dynamics, * Measurement and Outcomes. Overall it will provide an essential resource for anybody who wants to get to grips with current thinking, research, and development on HRM.

Download or read book Correcting for Self selection Bias in Contingent Valuation written by Lih-Chyun Sun and published by . This book was released on 1993 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Advances in Neural Information Processing Systems 19 written by Bernhard Schölkopf and published by MIT Press. This book was released on 2007 with total page 1668 pages. Available in PDF, EPUB and Kindle. Book excerpt: The annual Neural Information Processing Systems (NIPS) conference is the flagship meeting on neural computation and machine learning. This volume contains the papers presented at the December 2006 meeting, held in Vancouver.

Download or read book Labor Market Participation Returns to Education and Male female Wage Differences in Peru written by Shahidur R. Khandker and published by World Bank Publications. This book was released on 1990 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Youth and the Crisis written by Gianluigi Coppola and published by Routledge. This book was released on 2015-12-22 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent recession has led to an ongoing crisis in the youth labour market in Europe. This timely book deals with a number of areas related to the context, choices and experiences of young people, the consequences of which resonate throughout their lives. The focus of the contributions to this volume is on issues which, whilst undoubtedly important, have thus far received less attention than they arguably deserve. The first part of the book is concerned with issues related to education and training, covering matters such as the role of monopsony in training, the consequences of over-education, and the quality of educational institutions from primary to tertiary. The second part is primarily concerned with the long-term consequences of short-term choices and experiences including contributions on health-related choices, health consequences later in life, factors affecting the home-leaving decision, as well as an analysis of the increasing intergenerational transmission of inequality; a trend which accelerated during the recession. The last part of the book deals with issues related to youth unemployment and NEET – the direct consequence of the recession. This book contains a number of innovative analyses reporting significant findings that contrast with standard models. Some of the more interesting results directly contradict conventional wisdom on a number of topics from the importance of monopsony in training markets to the importance of transitory income changes on consumption of addictive goods. This book is suitable for those who study labor economics, political economy as well as employment and unemployment.

Download or read book Doing Meta Analysis with R written by Mathias Harrer and published by CRC Press. This book was released on 2021-09-15 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Doing Meta-Analysis with R: A Hands-On Guide serves as an accessible introduction on how meta-analyses can be conducted in R. Essential steps for meta-analysis are covered, including calculation and pooling of outcome measures, forest plots, heterogeneity diagnostics, subgroup analyses, meta-regression, methods to control for publication bias, risk of bias assessments and plotting tools. Advanced but highly relevant topics such as network meta-analysis, multi-three-level meta-analyses, Bayesian meta-analysis approaches and SEM meta-analysis are also covered. A companion R package, dmetar, is introduced at the beginning of the guide. It contains data sets and several helper functions for the meta and metafor package used in the guide. The programming and statistical background covered in the book are kept at a non-expert level, making the book widely accessible. Features • Contains two introductory chapters on how to set up an R environment and do basic imports/manipulations of meta-analysis data, including exercises • Describes statistical concepts clearly and concisely before applying them in R • Includes step-by-step guidance through the coding required to perform meta-analyses, and a companion R package for the book

Download or read book Advanced Data Mining and Applications written by Hiroshi Motoda and published by Springer. This book was released on 2013-12-16 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two-volume set LNAI 8346 and 8347 constitutes the thoroughly refereed proceedings of the 9th International Conference on Advanced Data Mining and Applications, ADMA 2013, held in Hangzhou, China, in December 2013. The 32 regular papers and 64 short papers presented in these two volumes were carefully reviewed and selected from 222 submissions. The papers included in these two volumes cover the following topics: opinion mining, behavior mining, data stream mining, sequential data mining, web mining, image mining, text mining, social network mining, classification, clustering, association rule mining, pattern mining, regression, predication, feature extraction, identification, privacy preservation, applications, and machine learning.

Download or read book DHHS Publication No PHS written by and published by . This book was released on 1989 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: