Kategoria BISAC: Business & Economics >> Statistics

This book explores Complex System Governance (CSG)—an emerging field concerned with the design, execution, and evolution of essential functions necessary to ensure continued viability of a system. The book focuses on three primary development areas to better understand and utilize current developments CSG. First, the conceptual foundations for CSG are developed, from systems theory, management cybernetics, and governance. Second, a set of critical CSG topics are examined from conceptual as well as practice perspectives. Third, several development and application issues are discussed....

This book explains the theoretical structure of particle swarm optimization (PSO) and focuses on the application of PSO to portfolio optimization problems. The general goal of portfolio optimization is to find a solution that provides the highest expected return at each level of portfolio risk. According to H. Markowitz’s portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolio’s decreases depending on the correlations of asset returns, while the expected return on the portfolio represents the weighted average of the...

This handbook is focused on the analytical dimension in researching ​international entrepreneurship. It offers a diverse collection of chapters focused on qualitative and quantitative methods that are being practised and can be used by future researchers in the field of international entrepreneurship. The qualitative cluster covers articles, conceptual and empirical chapters as well as literature reviews, whereas the quantitative cluster analyses international entrepreneurship through a broad range of statistical methods such as regressions, panel data, structural equation modelling as...

This advanced undergraduate/graduate textbook teaches students in finance and economics how to use R to analyse financial data and implement financial models. It demonstrates how to take publically available data and manipulate, implement models and generate outputs typical for particular analyses. A wide spectrum of timely and practical issues in financial modelling are covered including return and risk measurement, portfolio management, option pricing and fixed income analysis. This new edition updates and expands upon the existing material providing updated examples and new chapters on...

This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in...

This is the first book to provide a systematic description of statistical properties of large-scale financial data. Specifically, the power-law and log-normal distributions observed at a given time and their changes using time-reversal symmetry, quasi-time-reversal symmetry, Gibrat's law, and the non-Gibrat's property observed in a short-term period are derived here. The statistical properties observed over a long-term period, such as power-law and exponential growth, are also derived. These subjects have not been thoroughly discussed in the field of economics in the past, and this book is...

This book offers a new look at well-established quantification theory for categorical data, referred to by such names as correspondence analysis, dual scaling, optimal scaling, and homogeneity analysis. These multiple identities are a consequence of its large number of properties that allow one to analyze and visualize the strength of variable association in an optimal solution. The book contains modern quantification theory for analyzing the association between two and more categorical variables in a variety of applicative frameworks.

Visualization has attracted much attention...