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Data Analysis and Applications 4. Financial Data Analysis and Methods. Edition No. 1

  • Book

  • 310 Pages
  • March 2020
  • John Wiley and Sons Ltd
  • ID: 5840980
Data analysis as an area of importance has grown exponentially, especially during the past couple of decades. This can be attributed to a rapidly growing computer industry and the wide applicability of computational techniques, in conjunction with new advances of analytic tools. This being the case, the need for literature that addresses this is self-evident. New publications are appearing, covering the need for information from all fields of science and engineering, thanks to the universal relevance of data analysis and statistics packages. This 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. The chapters included in this volume represent a cross-section of current concerns and research interests in these scientific areas. The material is divided into three parts: Financial Data Analysis and Methods, Statistics and Stochastic Data Analysis and Methods, and Demographic Methods and Data Analysis- providing the reader with both theoretical and applied information on data analysis methods, models and techniques and appropriate applications.

Table of Contents

Part 1. Financial Data Analysis and Methods 1. Forecasting Methods in Extreme Scenarios and Advanced Data Analytics for Improved Risk Estimation, George-Jason Siouris, Despoina Skilogianni and Alex Karagrigoriou 2. Credit Portfolio Risk Evaluation with Non-Gaussian One-factor Merton Models and its Application to CDO Pricing, Takuya Fujii and Takayuki Shiohama 3. Towards an Improved Credit Scoring System with Alternative Data: the Greek Case, Panagiota Giannouli and Christos E. Kountzakis 4. EM Algorithm for Estimating the Parameters of the Multivariate Stable Distribution, Leonidas Sakalauskas and Ingrida Vaiciulyte. Part 2. Statistics and Stochastic Data Analysis and Methods 5. Methods for Assessing Critical States of Complex Systems, Valery Antonov 6. Resampling Procedures for a More Reliable Extremal Index Estimation, Dora Prata Gomes and M. Manuela Neves 7. Generalizations of Poisson Process in the Modeling of Random Processes Related to Road Accidents, Franciszek Grabski 8. Dependability and Performance Analysis for a Two Unit Multi-state System with Imperfect Switch, Vasilis P. Koutras, Sonia Malefaki and Agapios N. Platis 9. Models for Time Series Whose Trend Has Local Maximum and Minimum Values, Norio Watanabe 10. How to Model the Covariance Structure in a Spatial Framework: Variogram or Correlation Function?, Giovanni Pistone and Grazia Vicario 11. Comparison of Stochastic Processes, Jesús Enrique García, Ramin Gholizadeh and Verónica Andrea González-López. Part 3 . Demographic Methods and Data Analysis 12. Conjoint Analysis of Gross Annual Salary Re-evaluation: Evidence from Lombardy ELECTUS Data, Paolo Mariani, Andrea Marletta and Mariangela Zenga 13. Methodology for an Optimum Health Expenditure Allocation, George Matalliotakis 14. Probabilistic Models for Clinical Pathways: The Case of Chronic Patients, Stergiani Spyrou, Anatoli Kazektsidou and Panagiotis Bamidis 15. On Clustering Techniques for Multivariate Demographic Health Data, Achilleas Anastasiou, George Mavridoglou, Petros Hatzopoulos and Alex Karagrigoriou 16. Tobacco-related Mortality in Greece: The Effect of Malignant Neoplasms, Circulatory and Respiratory Diseases,1994–2016, Konstantinos N. Zafeiris.

Authors

Andreas Makrides Alex Karagrigoriou Christos H. Skiadas