Data Science for Financial Econometrics /

This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techniques, since the traditional way of designing mathematical models - based on researchers' insights - can no longer keep pace with the e...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Ngoc Thach, Nguyen (Editor), Kreinovich, Vladik (Editor), Trung, Nguyen Duc (Editor)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2021.
Edition:1st ed. 2021.
Series:Studies in Computational Intelligence, 898
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • A Theory-based Lasso for Time-Series Data
  • Invariance-Based Explanation
  • Composition of Quantum Operations and Their Fixed Points
  • Information quality: the contribution of fuzzy methods
  • Parameter-Centric Analysis Grossly Exaggerates Certainty
  • Three Approaches to the Comparison of Random Variables
  • A QP framework: a contextual representation of agents' preferences in investment choice
  • How to Make a Decision Based on the Minimum Bayes Factor (MBF): Explanation of the Jeffreys Scale
  • Extending the A Priori Procedure (APP) to Address Correlation Coefficients
  • Variable Selection and Estimation in Kink Regression Model
  • Performance of microfinance institutions in Vietnam
  • Factors Influencing on University Reputation in Viet Nam: Model Selection by AIC
  • Impacts of Internal and External Macro Factors on Firm Stock Price in an Expansion Econometric Model - A Case in Vietnam Real Estate Industry
  • How Values Influence Economic Progress? An Evidence from South And Southeast Asian Countries
  • The Effect of Governance Characteristics on Firm Performance: Evidence from Vietnam
  • Does Capital Affect Bank Risk in Vietnam: A Bayesian Approach.