http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Cover -- Half-Title Page -- Title Page -- Copyright Page -- Contents -- Preface -- PART 1: Financial Data Analysis and Methods -- 1. Forecasting Methods in Extreme Scenarios and Advanced Data Analytics for Improved Risk Estimation -- 1.1. Introduction -- 1.2. The low price effect and correction -- 1.2.1. Percentage value at risk and low price correction -- 1.2.2. Expected Percentage Shortfall (EPS) and Low Price Correction -- 1.2.3. Adjusted Evaluation Measures -- 1.2.4. Backtesting and Method's Advantages -- 1.3. Application -- 1.3.1. The Alpha warrant -- 1.3.2. The ARTX stock
1.4. Conclusion -- 1.5. Acknowledgements -- 1.6. References -- 2. Credit Portfolio Risk Evaluation with Non-Gaussian One-factor Merton Models and its Application to CDO Pricing -- 2.1. Introduction -- 2.2. Model and assumptions -- 2.3. Asymptotic evaluation of credit risk measures -- 2.4. Data analysis -- 2.5. Conclusion -- 2.6. Acknowledgements -- 2.7. References -- 3. Towards an Improved Credit Scoring System with Alternative Data: the Greek Case -- 3.1. Introduction -- 3.2. Literature review: stages of credit scoring -- 3.3. Performance definition -- 3.4. Data description
3.4.1. Alternative data in credit scoring -- 3.4.2. Credit scoring data set -- 3.4.3. Data pre-processing -- 3.5. Models' comparison -- 3.6. Out-of-time and out-of-sample validation -- 3.7. Conclusion -- 3.8. References -- 4. EM Algorithm for Estimating the Parameters of the Multivariate Stable Distribution -- 4.1. Introduction -- 4.2. Estimators of maximum likelihood approach -- 4.3. Quadrature formulas -- 4.4. Computer modeling -- 4.5. Conclusion -- 4.6. References -- PART 2: Statistics and Stochastic Data Analysis and Methods -- 5. Methods for Assessing Critical States of Complex Systems
7. Generalizations of Poisson Process in the Modeling of Random Processes Related to Road Accidents -- 7.1. Introduction -- 7.2. Non-homogeneous Poisson process -- 7.3. Model of the road accident number in Poland -- 7.3.1. Estimation of model parameters -- 7.3.2. Anticipation of the accident number -- 7.4. Non-homogeneous compound Poisson process -- 7.5. Data analysis -- 7.6. Anticipation of the accident consequences -- 7.7. Conclusion -- 7.8. References -- 8. Dependability and Performance Analysis for a Two Unit Multi-state System with Imperfect Switch -- 8.1. Introduction
edited by Andreas Makrides, Alex Karagrigoriou, Christos H. Skiadas.
8.2. Description of the system under maintenance and imperfect switch
Data Analysis and Applications 4 : Financial Data Analysis and Methods
Newark : John Wiley & Sons, Incorporated, ©2020
Big data, artificial intelligence and data analyst set ; v. 6