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Applied quantitative finance : theory and computational tools.
Authors: ---
ISBN: 3540434607 Year: 2002 Publisher: Berlin Springer


Book
Applied econometrics
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ISBN: 9780230271821 Year: 2011 Publisher: New York Palgrave Macmillan


Book
The Oxford handbook of computational economics and finance
Authors: ---
ISBN: 9780199983421 9780199844371 0199844372 Year: 2016 Publisher: New York City Oxford University Press

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Abstract

Being published as a celebration of the 60th anniversary of John von Neumann’s “Theory of Self-Reproducing Automata,” this handbook attempts to provide a unique reflection on the nature of computational economics and finance (CEF) in light of natural computationalism. We restructure CEF by including both nature-inspired computing and natural computing. This new framework allows us to have a view of CEF much broader than just the conventional algorithmic consideration. The book begins with a historical review of computational economics (CE), tracing its history far back to the era of analog computing. In these early days, advancements were mainly made using the idea of natural computing, and the subjects pursued by CE were the computing system as a whole, not just numerical computing. The handbook then is organized by distinguishing computing from computing systems. Six chapters (Chapters 2 to 7) are devoted to the former. They together present a review on the recent progresses in CE, as illustrated by the computation of rational expectations, general equilibrium, risk, and volatility. The subsequent 16 chapters are devoted to the computing-systemic view of CE, including natural-inspired computing (Chapters 8 to 12) and network, agent-based computing and neural computing (Chapters 13 to 23). In addition to providing alternative approaches to forecasting, investment strategies and risk management, etc., they enable us to have a 'natural' or more realistic description of the economy, starting from its decision makers; hence, market-design or policy-design issues involving different levels of the economy, be microscopic, mesoscopic and macroscopic, can be simultaneously addressed and coherently integrated. The handbook concludes with a chapter on what we may hope from CE by providing an in-depth review on the epistemological aspects of computation.

Modern linear and nonlinear econometrics
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ISBN: 0387257608 9780387257600 0387257616 9780387257617 Year: 2006 Publisher: Dordrecht Springer

Palgrave handbook of econometrics. 1. Econometric theory.
Authors: ---
ISBN: 1403941556 9781403917997 1403918023 9781403941558 9781403918000 140391799X 9781403918024 1403918007 Year: 2006 Publisher: Basingstoke Palgrave


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Price and quantity index numbers : models for measuring aggregate change and difference.
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ISBN: 9781107404960 9780521889070 9780511720758 1107404967 Year: 2008 Publisher: Cambridge Cambridge University

Econometric theory and practice : frontiers of analysis and applied research
Authors: --- --- ---
ISBN: 0521807239 9780521807234 9781139164863 9780521184304 0521184304 1139164864 Year: 2006 Publisher: Cambridge : Cambridge University Press,

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Abstract

This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays analyze a number of important issues in econometrics, all of which Professor Phillips has directly influenced through his seminal scholarly contribution as well as through his remarkable achievements as a teacher. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels. These topics span both theoretical and applied approaches and are intended for use by professionals and advanced graduate students.


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Book
Principles of applied statistics
Authors: ---
ISBN: 9781107013599 1107013593 9781107644458 1107644453 9781139005036 9781139128797 1139128795 1139115960 9781139115964 9781139118132 1139118137 1139005030 1139235109 9781139235105 1107229561 9781107229563 1283296462 9781283296465 9786613296467 6613296465 1139123882 9781139123884 1139113771 9781139113779 Year: 2011 Publisher: Cambridge : Cambridge University Press,

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Abstract

Applied statistics is more than data analysis, but it is easy to lose sight of the big picture. David Cox and Christl Donnelly distil decades of scientific experience into usable principles for the successful application of statistics, showing how good statistical strategy shapes every stage of an investigation. As you advance from research or policy question, to study design, through modelling and interpretation, and finally to meaningful conclusions, this book will be a valuable guide. Over a hundred illustrations from a wide variety of real applications make the conceptual points concrete, illuminating your path and deepening your understanding. This book is essential reading for anyone who makes extensive use of statistical methods in their work.

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