Financial Statistics and Data Analytics

Financial Statistics and Data Analytics

Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go ha...

Full description

Saved in:
Bibliographic Details
HerausgeberIn:
Sathye, Milind
Sonstige:
Liu, Shuangzhe
Sathye, Milind
Year of Publication:2021
Language:English
Physical Description:1 electronic resource (232 p.)
Tags: Add Tag
No Tags, Be the first to tag this record!
id 993545407504498
ctrlnum (CKB)5400000000040767
(oapen)https://directory.doabooks.org/handle/20.500.12854/68428
(EXLCZ)995400000000040767
collection bib_alma
record_format marc
spelling Liu, Shuangzhe edt
Financial Statistics and Data Analytics
Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
1 electronic resource (232 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.
English
Coins, banknotes, medals, seals (numismatics) bicssc
Index parameter
estimation
wrapped stable
Hill estimator
characteristic function-based estimator
asymptotic
efficiency
GARCH model
HARCH model
PHARCH model
Griddy-Gibs
Euro-Dollar
safe-haven assets
gold price
Swiss Franc exchange rate
oil price
generalized Birnbaum–Saunders distributions
ACD models
Box-Cox transformation
high-frequency financial data
goodness-of-fit
banking competition
credit risk
NPLs
Theil index
convergence analysis
interest rates
yeld curve
no-arbitrage
bonds
B-splines
time series
multifractal processes
fractal scaling
heavy tails
long range dependence
financial models
Bitcoin
capital asset pricing model
estimation of systematic risk
tests of mean-variance efficiency
t-distribution
generalized method of moments
multifactor asset pricing model
Lerner index
stochastic frontiers
shrinkage estimator
seemingly unrelated regression model
multicollinearity
ridge regression
financial incentives
public service motivation
job performance
job satisfaction
intention to leave
3-03943-975-8
3-03943-976-6
Sathye, Milind edt
Liu, Shuangzhe oth
Sathye, Milind oth
language English
format eBook
author2 Sathye, Milind
Liu, Shuangzhe
Sathye, Milind
author_facet Sathye, Milind
Liu, Shuangzhe
Sathye, Milind
author2_variant s l sl
m s ms
author2_role HerausgeberIn
Sonstige
Sonstige
title Financial Statistics and Data Analytics
spellingShingle Financial Statistics and Data Analytics
title_full Financial Statistics and Data Analytics
title_fullStr Financial Statistics and Data Analytics
title_full_unstemmed Financial Statistics and Data Analytics
title_auth Financial Statistics and Data Analytics
title_new Financial Statistics and Data Analytics
title_sort financial statistics and data analytics
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2021
physical 1 electronic resource (232 p.)
isbn 3-03943-975-8
3-03943-976-6
illustrated Not Illustrated
work_keys_str_mv AT liushuangzhe financialstatisticsanddataanalytics
AT sathyemilind financialstatisticsanddataanalytics
status_str n
ids_txt_mv (CKB)5400000000040767
(oapen)https://directory.doabooks.org/handle/20.500.12854/68428
(EXLCZ)995400000000040767
carrierType_str_mv cr
is_hierarchy_title Financial Statistics and Data Analytics
author2_original_writing_str_mv noLinkedField
noLinkedField
noLinkedField
_version_ 1796649061568217088
fullrecord <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03339nam-a2200973z--4500</leader><controlfield tag="001">993545407504498</controlfield><controlfield tag="005">20231214133310.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr|mn|---annan</controlfield><controlfield tag="008">202105s2021 xx |||||o ||| 0|eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(CKB)5400000000040767</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(oapen)https://directory.doabooks.org/handle/20.500.12854/68428</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(EXLCZ)995400000000040767</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Liu, Shuangzhe</subfield><subfield code="4">edt</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial Statistics and Data Analytics</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Basel, Switzerland</subfield><subfield code="b">MDPI - Multidisciplinary Digital Publishing Institute</subfield><subfield code="c">2021</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 electronic resource (232 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">English</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Coins, banknotes, medals, seals (numismatics)</subfield><subfield code="2">bicssc</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Index parameter</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">estimation</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">wrapped stable</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Hill estimator</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">characteristic function-based estimator</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">asymptotic</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">efficiency</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">GARCH model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">HARCH model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">PHARCH model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Griddy-Gibs</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Euro-Dollar</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">safe-haven assets</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">gold price</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Swiss Franc exchange rate</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">oil price</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">generalized Birnbaum–Saunders distributions</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">ACD models</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Box-Cox transformation</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">high-frequency financial data</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">goodness-of-fit</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">banking competition</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">credit risk</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">NPLs</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Theil index</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">convergence analysis</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">interest rates</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">yeld curve</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">no-arbitrage</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">bonds</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">B-splines</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">time series</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">multifractal processes</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">fractal scaling</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">heavy tails</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">long range dependence</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">financial models</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Bitcoin</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">capital asset pricing model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">estimation of systematic risk</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">tests of mean-variance efficiency</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">t-distribution</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">generalized method of moments</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">multifactor asset pricing model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Lerner index</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">stochastic frontiers</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">shrinkage estimator</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">seemingly unrelated regression model</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">multicollinearity</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">ridge regression</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">financial incentives</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">public service motivation</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">job performance</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">job satisfaction</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">intention to leave</subfield></datafield><datafield tag="776" ind1=" " ind2=" "><subfield code="z">3-03943-975-8</subfield></datafield><datafield tag="776" ind1=" " ind2=" "><subfield code="z">3-03943-976-6</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sathye, Milind</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Liu, Shuangzhe</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sathye, Milind</subfield><subfield code="4">oth</subfield></datafield><datafield tag="906" ind1=" " ind2=" "><subfield code="a">BOOK</subfield></datafield><datafield tag="ADM" ind1=" " ind2=" "><subfield code="b">2023-12-15 05:49:40 Europe/Vienna</subfield><subfield code="f">system</subfield><subfield code="c">marc21</subfield><subfield code="a">2022-04-04 09:22:53 Europe/Vienna</subfield><subfield code="g">false</subfield></datafield><datafield tag="AVE" ind1=" " ind2=" "><subfield code="i">DOAB Directory of Open Access Books</subfield><subfield code="P">DOAB Directory of Open Access Books</subfield><subfield code="x">https://eu02.alma.exlibrisgroup.com/view/uresolver/43ACC_OEAW/openurl?u.ignore_date_coverage=true&amp;portfolio_pid=5337894810004498&amp;Force_direct=true</subfield><subfield code="Z">5337894810004498</subfield><subfield code="b">Available</subfield><subfield code="8">5337894810004498</subfield></datafield></record></collection>

Similar Items