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Applied data-centric social sciences : concepts, data, computation, and theory
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ISBN: 9784431549741 9784431562290 Year: 2014 Publisher: Tokyo Springer

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Abstract

Applied data-centric social sciences aim to develop both methodology and practical applications of various fields of social sciences and businesses with rich data. Specifically, in the social sciences, a vast amount of data on human activities may be useful for understanding collective human nature. In this book, the author introduces several mathematical techniques for handling a huge volume of data and analysing collective human behaviour. The book is constructed from data-oriented investigation, with mathematical methods and expressions used for dealing with data for several specific problems. The fundamental philosophy underlying the book is that both mathematical and physical concepts are determined by the purposes of data analysis. This philosophy is shown throughout exemplar studies of several fields in socio-economic systems. From a data-centric point of view, the author proposes a concept that may change people’s minds and cause them to start thinking from the basis of data. Several goals underlie the chapters of the book. The first is to describe mathematical and statistical methods for data analysis, and toward that end the author delineates methods with actual data in each chapter. The second is to find a cyber-physical link between data and data-generating mechanisms, as data are always provided by some kind of data-generating process in the real world. The third goal is to provide an impetus for the concepts and methodology set forth in this book to be applied to socio-economic systems.


Book
High-frequency financial econometrics
Authors: ---
ISBN: 9780691161433 0691161437 Year: 2014 Publisher: Princeton, N.J. Princeton University Press

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High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis.Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes.Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.


Digital
Topical Directions of Informatics : In Memory of V. M. Glushkov
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ISBN: 9781493904761 Year: 2014 Publisher: New York, NY Springer

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This work is devoted to the late Ukrainian computer scientist V. M. Glushkov  on the 90th anniversary of his birthday. Dr. Glushkov is known for his contribution to the world computer science and technology, and this volume analyzes the ideas and paths of development of informatics formulated by him, and demonstrates their important role in constructing computer technologies of basic research in the fields of applied mathematics, theories of computer programming, and computing systems.   A significant portion of the monograph is devoted to the elucidation of new results obtained  in the field of mathematical modeling of complicated processes, creation of new methods for solving and investigating optimization problems in different statements, and development of computer technologies for investigations in the field of economy, biology, medicine, and information security in systems.   The monograph will be of particular interest to informatics specialists and experts using methods of informatics and computer technologies to investigate complicated processes of different natures and developing new information technologies. It may also be useful for both graduate students and postgraduates specializing in Computer Science.


Digital
Basics of Modern Mathematical Statistics : Exercises and Solutions
Authors: --- --- ---
ISBN: 9783642368509 Year: 2014 Publisher: Berlin, Heidelberg Springer

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The complexity of today’s statistical data calls for modern mathematical tools. Many fields of science make use of mathematical statistics and require continuous updating on statistical technologies. Practice makes perfect, since mastering the tools makes them applicable. Our book of exercises and solutions offers a wide range of applications and numerical solutions based on R. In modern mathematical statistics, the purpose is to provide statistics students with a number of basic exercises and also an understanding of how the theory can be applied to real-world problems. The application aspect is also quite important, as most previous exercise books are mostly on theoretical derivations. Also we add some problems from topics often encountered in recent research papers. The book was written for statistics students with one or two years of coursework in mathematical statistics and probability, professors who hold courses in mathematical statistics, and researchers in other fields who would like to do some exercises on math statistics.


Digital
Intensive Variable and Its Application
Authors: --- ---
ISBN: 9783642548734 Year: 2014 Publisher: Berlin, Heidelberg Springer

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There are still insufficient general theories on the law of diminishing returns, despite 100 years of development. Starting with intensive variables theory, and by utilizing tools of spatiotemporal correlation and intensive functions, moving on to the integrated curve of diminishing returns and intensive theory, and even more importantly, using a combination of static and dynamic GIS, and integrating numerical calculation and spatial optimization, this book not only creates a unique theoretical framework and methodology for the evaluation of land use effect, but also addresses the long-standing lack of universal theories and methods on the law of diminishing returns. It will have far-reaching impacts on the development of this area and its practical application. The book covers a wide range fields in geography, land science, geographic information science, management science and related areas. Novel theoretical perspectives illustrated with many detailed case studies offer an easier way for readers to expand their research, ensuring that both academic and business audiences will benefit. Prof. Xinqi Zheng works at the China University of Geosciences (Beijing), People’s Republic of China.


Digital
An Introduction to Bartlett Correction and Bias Reduction
Authors: ---
ISBN: 9783642552557 Year: 2014 Publisher: Berlin, Heidelberg Springer

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This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique, and discuss concrete applications to several important statistical models.


Digital
Newton-type methods for optimization and variational problems
Authors: ---
ISBN: 9783319353845 9783319042473 Year: 2014 Publisher: Cham Springer

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This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.


Book
Spectral Methods in Econometrics
Author:
ISBN: 0674334078 Year: 2014 Publisher: Cambridge, MA : Harvard University Press,

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Book
Economic theory and the ancient Mediterranean
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ISBN: 9781118627877 1118627873 Year: 2014 Publisher: Chichester : Wiley,


Digital
Value-Oriented Risk Management of Insurance Companies
Authors: ---
ISBN: 9781447163053 Year: 2014 Publisher: London Springer

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Value- and risk-oriented management is a holistic method of managing businesses. In this book both actuarial methods and methods pertaining to classical internal control and classical risk management are used. Therefore the approach taken is necessarily interdisciplinary. Indeed, there is a new dynamically developing field for actuaries as a result of the emphasis now on the measurement of risk. This book provides the required basic knowledge for this subject from an actuarial perspective. It enables the reader to implement in practice a risk management system that is based on quantitative methods. With this book, the reader will additionally be able to critically appraise the applicability and the limits of the methods used in modern risk management. Value- Oriented Risk Management of Insurance Companies focuses on risk capital, capital allocation, performance measurement and value-oriented management. It also makes a connection to regulatory developments (for example, Solvency II). The reader should have a basic knowledge of probability and familiarity with mathematical concepts. It is intended for working actuaries and quantitative risk managers as well as actuarial students.

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