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Biblioteca

MARC Lista (tabellare)
Mathematical and statistical methods for actuarial sciences and finance / / edited by Marco Corazza [and three others]
Mathematical and statistical methods for actuarial sciences and finance / / edited by Marco Corazza [and three others]
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2022]
Descrizione fisica 1 online resource (456 pages)
Disciplina 368.01
Soggetto topico Finance - Statistical methods
Finance - Mathematical models
Insurance - Mathematical models
Matemàtica actuarial
Finances
Models matemàtics
Estadística matemàtica
Soggetto genere / forma Congressos
Llibres electrònics
ISBN 3-030-99638-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Contents -- Absolute and Relative Gender Gap in Pensions: The Impact of the Transition from DB to NDC in Italy -- 1 Introduction -- 2 Data and Methodology -- 2.1 Data -- 2.2 Methodology -- 3 Preliminary Results -- 4 Remarks -- References -- TPPI: Textual Political Polarity Indices. The Case of Italian GDP -- 1 Introduction -- 2 Data -- 2.1 The Italian Senate Verbatim Reports -- 2.2 The Italian Yearly GDP Time Series -- 3 Determining Words Sentiment Polarities -- 4 Polarity Indices Time Series -- 4.1 Total Textual Political Polarity Index (TPPI-T) -- 4.2 Group Specific Textual Political Polarity Indices (TPPI-GS) -- 4.3 Polarity Divergence Indices (TPPI-D) -- 5 Evaluating Indices Configurations -- 6 Conclusion -- References -- Quantile Regression Forest for Value-at-Risk Forecasting Via Mixed-Frequency Data -- 1 Introduction -- 2 Methodology -- 3 Empirical Application -- 4 Conclusions -- References -- Gender Attitudes Toward Longevity and Retirement Planning: Theory and Evidence -- 1 Introduction -- 2 Drivers of Retirement Behaviour: the State-of-the-Art -- 3 Subjective Longevity, Gender and Economic Choices -- 4 Our Research Framework and Directions -- References -- Semiclassical Pricing of Variance Swaps in the CEV Model -- 1 Introduction -- 2 The Model -- 2.1 Variance Swap Pricing -- 3 Realized Variance Replication -- 3.1 The Semiclassical Approximation for the Log Contract -- 4 Numerical Results -- References -- Indexing Pensions to Life Expectancy: Keeping the System Fair Across Generations -- 1 Introduction -- 2 Intergenerational Fairness and Neutrality Condition -- 3 Policy Options -- 3.1 Adjusting the Contribution Rate -- 3.2 Adjusting the Retirement Age While Keeping the Replacement Rate Constant -- 3.3 Adjusting the Retirement Age While Improving Pension Adequacy.
3.4 Amending Entry Pensions Through a Sustainability Factor -- 4 Conclusion -- References -- Dynamic Withdrawals and Stochastic Mortality in GLWB Variable Annuities -- 1 Introduction -- 2 The Contract Structure -- 3 The Valuation Framework -- 4 Dynamic Programming -- 4.1 Bang-Bang Analysis -- 4.2 Contract Decomposition -- 5 Conclusion -- References -- A Regression Based Approach for Valuing Longevity Measures -- 1 Introduction -- 2 Life Expectancy and Computational Framework -- 2.1 Valuation Procedure -- 3 Numerical Results -- 4 Conclusion -- References -- On the Assessment of the Payment Limitation for an Health Plan -- 1 Introduction -- 2 Actuarial Framework -- 3 The Optimal Reimbursement Problem -- 4 Numerical Investigation -- 5 Conclusions -- References -- Reference Dependence in Behavioral Portfolio Selection -- 1 Introduction -- 2 Behavioral Portfolio Selection -- 3 The Reference Point -- 4 An Application -- References -- Pricing Rainfall Derivatives by Genetic Programming: A Case Study -- 1 Introduction -- 2 Genetic Programming -- 3 Rainfall Derivatives Pricing -- 4 Data and Application -- 5 Conclusion -- References -- Estimation of the Gift Probability in Fund Raising Management -- 1 Introduction -- 2 The Donor -- 3 Modeling the Gift as an Individual Risk -- 4 Poisson Regression in FR -- References -- The Estimation Risk in Credit Regulatory Capital -- 1 Introduction -- 2 The Capital Requirement in the IRB Approach -- 3 The Dataset and Parameters' Gaussian Copula -- 4 Estimation Risk in RC and Policy Implication -- References -- Actuarial Fairness in Pension Systems: An Empirical Evaluation for Italy Using an OLG Model -- 1 Introduction -- 2 Methods -- 3 Main Results -- 4 Discussion and Conclusions -- References -- Forecasting VIX with Hurst Exponent -- 1 Introduction -- 2 Model and Estimator -- 3 Empirical Analysis and Results.
4 Conclusions and Further Directions -- References -- Modelling H-Volatility with Fractional Brownian Bridge -- 1 Introduction -- 2 Fractional Brownian Bridge -- 3 Methodology and Application -- 4 Conclusion -- References -- Shapley Value in Partition Function Form Games: New Research Perspectives for Features Selection -- 1 Introduction -- 2 Games in Partition Function Form -- 2.1 The Shapley Value -- 3 Shapley Values for Features Contributions -- 4 Conclusions and Further Research -- References -- Nonparametric Estimation of Range Value at Risk -- 1 Introduction -- 1.1 Definitions -- 2 Nonparametric Methods for Estimating RVaR -- 2.1 Empirical Estimator -- 2.2 Brazauskas et al.'s Estimator -- 2.3 Kernel Estimator -- 2.4 Yamai and Yoshiba's Estimator -- 2.5 Filtered Historical Method -- 3 Simulation -- 4 Findings -- References -- A Fixed Career Length Versus a Fixed Retirement Age: An Analysis per Socio-Economic Groups -- 1 Introduction -- 2 Objective -- 3 Actuarial Fairness -- 4 Data -- 5 Policy Implications -- References -- Nonparametric Test for Financial Time Series Comparisons -- 1 Introduction -- 2 Statistical Problem -- 3 Methodological Solution -- 4 Case Study -- 5 Concluding Remarks -- References -- Innovative Parametric Weather Insurance on Satellite Data in Agribusiness -- 1 Introduction -- 2 Methodology and Satellite Data -- 3 Personalised Parametric Weather Insurance -- 4 Numerical Application -- 5 Concluding Remarks -- References -- An Application of the Tensor-Based Approach to Mortality Modeling -- 1 Introduction -- 2 Methodology and Application -- 3 Conclusions -- References -- Cyber Risk: Estimates for Malicious and Negligent Breaches Distributions -- 1 Introduction -- 2 Cyber Incidents and Data Breaches -- 3 Case Study -- 4 Concluding Remarks -- References.
Modeling and Forecasting Natural Gas Futures Prices Dynamics: An Integrated Approach -- 1 Introduction -- 2 Data and Methods -- 3 Empirical Results -- 4 Conclusion -- A Appendix: Figures -- References -- Modelling Life Expectancy Gender Gap in a Multi-population Framework -- 1 Introduction -- 2 Materials and Methods -- 3 Results -- 4 Conclusions -- References -- Decision Making in Portfolio Optimization by Using a Tri-Objective Model and Decision Parameters -- 1 Introduction and Motivation of the Study -- 2 Study Framework and Experimental Results -- 3 Conclusions -- References -- Bitcoin Price Prediction: Mixed Integer Quadratic Programming Versus Machine Learning Approaches -- 1 Introduction -- 2 Our Problem -- 2.1 Our MIP Viewpoint vs. SVMs -- References -- Verifying the Rényi Dependence Axioms for a Non-linear Bivariate Comovement Index -- 1 Introduction -- 2 The Comovement Index and the Rényi Dependence Axioms -- 3 Is 1 , 2 a Measure of Dependence à la Rényi? -- References -- Inflation Perceptions and Expectations During the Pandemic: A Model Based Approach -- 1 Introduction -- 2 The Model -- 3 Results -- 4 Conclusions -- References -- A Proposal to Calculate the Regulatory Capital Requirements for Reverse Mortgages -- 1 Introduction -- 2 Modeling House Price Risk, Interest Rate Risk and Mortality Rate Dynamics -- 3 Calculation of Regulatory Capital Requirements -- References -- LTC of a Defined Benefit Employee Pension Scheme -- 1 Introduction -- 2 The Model -- 3 A Sample for Spain -- 3.1 Mortality Tables by State -- 3.2 Results -- 4 Conclusions -- References -- Socio-Economic Challenges at the Time of COVID-19: The Proactive Role of the Insurance Industry -- 1 Introduction -- 2 Sustainability and Impact: A Possible Conjugation -- 2.1 The Guidelines of the Scheme -- 2.2 Which Category Within Socially Responsible Investments? -- References.
Feynman-Kac Formula for BSDEs with Jumps and Time Delayed Generators Associated to Path-Dependent Nonlinear Kolmogorov Equations -- 1 The Non-linear Path Dependent Kolmogorov Equation -- 2 The FBSDE System -- 3 Feynman-Kac Formula -- 4 Financial Applications -- 4.1 The Large Investor Problem -- 4.2 Dynamic Risk Measure for an Insurance Payment Process -- References -- The Role of Stablecoins: Cryptocurrencies Sought Stability and Found Gold and Dollars -- 1 Introduction -- 2 Methodology -- 2.1 The Portfolio Allocation Method -- 2.2 Downside Risk Measures and Backtesting -- 3 Main Results and Findings -- References -- Interbank Networks and Liquidity Risk -- 1 Introduction -- 2 A Model of Liquidity Dynamics on an Interbank Network -- 3 Numerical Simulations with Diagnostic of Network Efficiency -- 4 Conclusions and Research Perspectives -- References -- Kendall Conditional Value-at-Risk -- 1 Introduction -- 2 The Kendall CoVaR -- 3 Illustration: Analysis of the Italian banking systems -- References -- Daily Trading of the FTSE Index Using LSTM with Principal Component Analysis -- 1 Introduction -- 2 Related Work -- 2.1 Ensemble Methods -- 2.2 Hybrid Methods -- 2.3 Deep Learning Paradigms -- 3 Model Architecture -- 3.1 Overview -- 3.2 Sub-Learners -- 3.3 Meta-learners -- 4 Methods -- 4.1 Creating the Dataset -- 5 Experimental Setup and Evaluation -- 6 Results -- 7 Conclusion -- References -- A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset -- 1 Introduction -- 2 The Hybrid Model -- 3 Numerical Experiments -- References -- Financial Time Series Classification by Nonparametric Trend Estimation -- 1 Introduction -- 2 The Proposed Method -- 3 Real Data Application -- 4 Conclusions -- References -- Differential Pursuit-Evasion Games and Space Economy: New Research Perspectives -- 1 Introduction.
2 Space Economy and the Detritus Management: The Role of Differential Games.
Record Nr. UNINA-9910559385503321
Cham, Switzerland : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mathematics and statistics for science / / James Sneyd, Rachel M. Fewster, and Duncan McGillivray
Mathematics and statistics for science / / James Sneyd, Rachel M. Fewster, and Duncan McGillivray
Autore Sneyd James
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2022]
Descrizione fisica 1 online resource (952 pages)
Disciplina 507.2
Soggetto topico Science - Statistical methods
Science - Mathematics
Mathematics
Estadística matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 3-031-05318-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910580147003321
Sneyd James  
Cham, Switzerland : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mathematics and statistics for science / / James Sneyd, Rachel M. Fewster, and Duncan McGillivray
Mathematics and statistics for science / / James Sneyd, Rachel M. Fewster, and Duncan McGillivray
Autore Sneyd James
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2022]
Descrizione fisica 1 online resource (952 pages)
Disciplina 507.2
Soggetto topico Science - Statistical methods
Science - Mathematics
Mathematics
Estadística matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 3-031-05318-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-996479366503316
Sneyd James  
Cham, Switzerland : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Mindful Topics on Risk Analysis and Design of Experiments [[electronic resource] ] : Selected contributions from ICRA8, Vienna 2019 / / edited by Jürgen Pilz, Teresa A. Oliveira, Karl Moder, Christos P. Kitsos
Mindful Topics on Risk Analysis and Design of Experiments [[electronic resource] ] : Selected contributions from ICRA8, Vienna 2019 / / edited by Jürgen Pilz, Teresa A. Oliveira, Karl Moder, Christos P. Kitsos
Edizione [1st ed. 2022.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Descrizione fisica 1 online resource (166 pages)
Disciplina 519.2
Soggetto topico Statistics
Experimental design
Financial risk management
Statistical Theory and Methods
Design of Experiments
Risk Management
Avaluació del risc
Estadística matemàtica
Disseny d'experiments
Soggetto genere / forma Congressos
Llibres electrònics
ISBN 3-031-06685-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-996479369303316
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Mindful Topics on Risk Analysis and Design of Experiments [[electronic resource] ] : Selected contributions from ICRA8, Vienna 2019 / / edited by Jürgen Pilz, Teresa A. Oliveira, Karl Moder, Christos P. Kitsos
Mindful Topics on Risk Analysis and Design of Experiments [[electronic resource] ] : Selected contributions from ICRA8, Vienna 2019 / / edited by Jürgen Pilz, Teresa A. Oliveira, Karl Moder, Christos P. Kitsos
Edizione [1st ed. 2022.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Descrizione fisica 1 online resource (166 pages)
Disciplina 519.2
Soggetto topico Statistics
Experimental design
Financial risk management
Statistical Theory and Methods
Design of Experiments
Risk Management
Avaluació del risc
Estadística matemàtica
Disseny d'experiments
Soggetto genere / forma Congressos
Llibres electrònics
ISBN 3-031-06685-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910574043603321
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Minimum divergence methods in statistical machine learning : from an information geometric viewpoint / / Shinto Eguchi and Osamu Komori
Minimum divergence methods in statistical machine learning : from an information geometric viewpoint / / Shinto Eguchi and Osamu Komori
Autore Eguchi Shinto
Pubbl/distr/stampa Tokyo, Japan : , : Springer, , [2022]
Descrizione fisica 1 online resource (224 pages)
Disciplina 006.31
Soggetto topico Pattern recognition systems
Mathematics
Aprenentatge automàtic
Estadística matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 4-431-56922-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910552748103321
Eguchi Shinto  
Tokyo, Japan : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Minimum divergence methods in statistical machine learning : from an information geometric viewpoint / / Shinto Eguchi and Osamu Komori
Minimum divergence methods in statistical machine learning : from an information geometric viewpoint / / Shinto Eguchi and Osamu Komori
Autore Eguchi Shinto
Pubbl/distr/stampa Tokyo, Japan : , : Springer, , [2022]
Descrizione fisica 1 online resource (224 pages)
Disciplina 006.31
Soggetto topico Pattern recognition systems
Mathematics
Aprenentatge automàtic
Estadística matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 4-431-56922-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-996466419103316
Eguchi Shinto  
Tokyo, Japan : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Modern classification and data analysis : methodology and applications to micro- and macroeconomic problems / / Krzysztof Jajuga, Grażyna Dehnel and Marek Walesiak, editors
Modern classification and data analysis : methodology and applications to micro- and macroeconomic problems / / Krzysztof Jajuga, Grażyna Dehnel and Marek Walesiak, editors
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2022]
Descrizione fisica 1 online resource (381 pages)
Disciplina 339
Collana Studies in classification, data analysis, and knowledge organization
Soggetto topico Macroeconomics
Microeconomics - Statistical methods
Macroeconomics - Statistical methods
Microeconomia
Macroeconomia
Estadística matemàtica
Processament de dades
Soggetto genere / forma Congressos
Llibres electrònics
ISBN 3-031-10190-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Contents -- About the Editors -- Methods -- Fuzzy Cognitive Maps as a Toll for Structuring New Research Problems -- 1 Introduction -- 2 Factors Decisive in the Choice and Development of Smart Specialisations-a Literature Review -- 3 Stages of Structuring the Research Problem with the Use of Fuzzy Cognitive Maps -- 4 Research Results -- 5 Discussion and Conclusions -- References -- Identification of Key Concerns and Sentiments Towards Data Quality and Data Strategy Challenges Using Sentiment Analysis and Topic Modeling -- 1 Introduction -- 2 Literature Study -- 3 Experiments Description -- 3.1 Data Extraction -- 3.2 Texts' Preprocessing -- 3.3 Sentiment Analysis and Topic Modelling -- 4 Results -- 5 Conclusion -- References -- Survival Trees and Direct Adjusted Survival Curves-Prediction of Survival Probabilities -- 1 Introduction -- 2 Theoretical Backgrounds -- 3 Empirical Examples -- 3.1 Data -- 3.2 Survival Trees -- 3.3 Survival Function Estimation -- 4 Summary and Conclusions -- References -- A Measure of Cluster Stability in Dynamic Cluster Analysis -- 1 Introduction -- 2 Method -- 3 Distribution of CS* -- 4 Examples -- 5 Conclusions -- References -- Outlier Identification for Symbolic Data with the Application of the DBSCAN Algorithm -- 1 Introduction -- 2 DBSCAN Ensemble for Symbolic Data -- 3 Simulations and Their Results -- 4 Final Remarks -- References -- An Optimized Selection of Statistical Disclosure Control Methods-A Case Study Involving Microdata from the Polish Survey of Accidents at Work -- 1 Introduction -- 2 Statistical Disclosure Control-Basic Concepts -- 3 The SDC Process in the Survey of Accidents at Work -- 4 Results of the SDC Process -- 5 Final Conclusions -- References -- Applications in Finance.
Comparison of Influence of Various Proposals of Transforming Nominants into Stimulants on Linear Ordering and Grouping of Listed Companies -- 1 Introduction -- 2 Applied Methods of Transformation of Symmetric Nominants with a Recommended Range of Values into Stimulants Normalised in the Range langle0,1rangle -- 3 Measures Used to Compare the Results Obtained -- 4 Data and Results -- 5 Conclusions -- References -- Attributes Affecting the Exposure Time of a Residential Property -- 1 Introduction -- 2 Methodology -- 3 Data-Censored Observations -- 4 Duration Analysis Time on Market -- 5 Summary -- References -- Determinants of the Real Estate Prices in Poland -- 1 Introduction -- 2 Review of Relevant Literature -- 3 Data -- 4 Analytical Considerations and Statistical Model -- 5 Results -- 6 Conclusions -- References -- Similarity of Open-Ended Mutual Funds During a Pandemic. Research for Equity and Bond Funds -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 4 Characteristics of the Selected Funds -- 5 Evaluation of Fund Performance and Similarity -- 6 Conclusions -- References -- Applications in Economics -- Application of Random Forests in the Study of Differences in Perception of the Neighbourhood of National Parks in the Euroregion Pomerania -- 1 Introduction -- 2 Euroregion Pomerania -- 3 Literature Review -- 4 Research Methodology -- 5 Empirical Results -- 6 Conclusions -- References -- Successes and Failures of Scientific Journals and Their Determinants -- 1 The Role of Scientific Journals in Publishing Research Result -- 2 Methods of Evaluating Scientific Journals -- 3 Research Methodology -- 3.1 Definition of Successes and Failures -- 3.2 The Overview of Potential Determinants of Journals' Successes and Failures -- 3.3 Identification and Evaluation of Determinants of Journals' Successes and Failures.
4 Analysis of Determinants of Journal Development Perspectives -- 4.1 The Scope of the Analysis and Sources of Data -- 4.2 The Analysis of Quantitative Potential Determinants -- 4.3 Qualitative Approach to the Analysis of Potential Determinants of Journal's Successes and Failures -- 4.4 The Evaluation of journal's Development Perspective Determinants with Random Forest Models -- 5 Conclusions -- References -- Spatial Effects in Regional Inequality Analysis of Own Income Potential Among Polish Communes -- 1 Introduction -- 2 Sources and Methods -- 2.1 Gini Index as a Non-spatial Measure of Inequality -- 2.2 Spatial Autocorrelation Measures -- 2.3 Rey and Smith's Spatial Inequality Measure and Its Proposed Modification -- 3 Results and Discussion -- 4 Summary and Conclusions -- References -- Evaluation of Quality of Neural Network Models and Discriminant Analysis in ROPO Forecasting -- 1 Deep Learning Methods -- 2 ROPO (Research Online, Purchase Offline) Behaviour of Tourists-Result of the Survey -- 3 Deep Learning Model -- 4 Final Remarks -- References -- The Application of Survival Analysis Methods in the Examination of Foreign Divestment in Poland -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 4 Results of Empirical Research -- 5 Conclusions -- References -- Longevity Risk Versus Longevity Dividend -- 1 Introduction -- 2 Longevity Risk -- 2.1 Demographic Dividend -- 2.2 Longevity Dividend -- 3 Methodology -- 4 Impact on Longevity Dividend-Empirical Result -- 5 Conclusion -- References -- Applications in Social Issues -- Application of the Intuitionistic Fuzzy Synthetic Measure in the Subjective Quality of Life Measurement Based on Survey Data -- 1 Introduction -- 2 Intuitionistic Fuzzy Synthetic Measure for Aggregated Ordinal Data.
3 The Subjective Quality of Life of the European Cities' Residents in the Light of the Measurement Results Using the IFSM -- 4 Conclusions -- References -- Measuring Subjective Poverty: Methodological and Application Aspects -- 1 Introduction -- 2 Construction Procedure for the Subjective Household Poverty Index -- 3 Results of the Empirical Research -- 4 Summary -- References -- Graphic Characters as Twitter Age Group Identifiers -- 1 Graphic Characters in Text -- 2 Data Gathering and Pre-Processing -- 3 Age Group Identification-the GNG Network -- 4 Results -- 5 Conclusions -- References -- Cluster Ensemble Stability in Clustering of EU Members in Terms of Sustainable Development Goals -- 1 Introduction -- 2 Consensus Clustering -- 3 PAC Stability Measure -- 4 Empirical Results -- 4.1 Decent Work and Economic Growth -- 4.2 Industry, Innovations and Infrastructure -- 4.3 Responsible Consumption and Production -- 5 Conclusions -- References -- Perception of Climate Change-Differences Between the Y and BB Generations -- 1 Introduction -- 2 Research Background and Literature Review -- 3 Data and Methods -- 4 Factors of Pro-climate Actions of Europeans -- 5 Climate Change Perception and Personal Responsibility -- 6 Conclusions -- References -- Applications with COVID-19 Data -- Cash and Non-cash Payments for In-Store Purchases During the COVID-19 Pandemic - Similarities and Differences Between Generation X and Generation Y Consumers. Case of Poland -- 1 Introduction -- 2 Determinants of the Use of Cashless Payment Systems -- 3 Use of Cashless Payments During the COVID-19 Pandemic -- 4 Data, Variables and Method of Analysis -- 5 Results-Consumer Typology -- 6 Conclusions -- References -- Regional Labour Markets as a Result of the Impact of the COVID-19 Pandemic-A Polish-German Borderland Case Study -- 1 Introduction.
2 Literature Review and Conceptual Background -- 2.1 Borderland Regions and Their Specificity -- 2.2 Unemployment and the COVID-19 Pandemic -- 3 Empirical Analysis -- 3.1 Model -- 3.2 Data -- 3.3 Regional Disparities -- 4 Concluding Remarks -- 4.1 Conclusions on the Method and Its Universality -- 4.2 Conclusions on the Results -- References -- The Labour Market Consequences of the COVID-19 Pandemic in the European Union Countries: Selected Issues -- 1 Introduction -- 2 Research Background -- 3 Data and Methodology -- 4 Results and Discussion -- 5 Conclusions -- References -- Analysis of the Excessive Number of Deaths Related to the COVID-19 Pandemic in European Countries -- 1 Introduction -- 2 Method -- 3 Results -- 3.1 Overall Results -- 3.2 The Period: 01-06.2020 -- 3.3 The Period: 07-12.2020 -- 3.4 The Period: 01-06.2021 -- 3.5 Correlation and Spatial Autocorrelation in Basic Epidemic Development Statistics -- 4 Conclusion and Discussion -- References.
Record Nr. UNINA-9910617304703321
Cham, Switzerland : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modern classification and data analysis : methodology and applications to micro- and macroeconomic problems / / Krzysztof Jajuga, Grażyna Dehnel and Marek Walesiak, editors
Modern classification and data analysis : methodology and applications to micro- and macroeconomic problems / / Krzysztof Jajuga, Grażyna Dehnel and Marek Walesiak, editors
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2022]
Descrizione fisica 1 online resource (381 pages)
Disciplina 339
Collana Studies in classification, data analysis, and knowledge organization
Soggetto topico Macroeconomics
Microeconomics - Statistical methods
Macroeconomics - Statistical methods
Microeconomia
Macroeconomia
Estadística matemàtica
Processament de dades
Soggetto genere / forma Congressos
Llibres electrònics
ISBN 3-031-10190-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Contents -- About the Editors -- Methods -- Fuzzy Cognitive Maps as a Toll for Structuring New Research Problems -- 1 Introduction -- 2 Factors Decisive in the Choice and Development of Smart Specialisations-a Literature Review -- 3 Stages of Structuring the Research Problem with the Use of Fuzzy Cognitive Maps -- 4 Research Results -- 5 Discussion and Conclusions -- References -- Identification of Key Concerns and Sentiments Towards Data Quality and Data Strategy Challenges Using Sentiment Analysis and Topic Modeling -- 1 Introduction -- 2 Literature Study -- 3 Experiments Description -- 3.1 Data Extraction -- 3.2 Texts' Preprocessing -- 3.3 Sentiment Analysis and Topic Modelling -- 4 Results -- 5 Conclusion -- References -- Survival Trees and Direct Adjusted Survival Curves-Prediction of Survival Probabilities -- 1 Introduction -- 2 Theoretical Backgrounds -- 3 Empirical Examples -- 3.1 Data -- 3.2 Survival Trees -- 3.3 Survival Function Estimation -- 4 Summary and Conclusions -- References -- A Measure of Cluster Stability in Dynamic Cluster Analysis -- 1 Introduction -- 2 Method -- 3 Distribution of CS* -- 4 Examples -- 5 Conclusions -- References -- Outlier Identification for Symbolic Data with the Application of the DBSCAN Algorithm -- 1 Introduction -- 2 DBSCAN Ensemble for Symbolic Data -- 3 Simulations and Their Results -- 4 Final Remarks -- References -- An Optimized Selection of Statistical Disclosure Control Methods-A Case Study Involving Microdata from the Polish Survey of Accidents at Work -- 1 Introduction -- 2 Statistical Disclosure Control-Basic Concepts -- 3 The SDC Process in the Survey of Accidents at Work -- 4 Results of the SDC Process -- 5 Final Conclusions -- References -- Applications in Finance.
Comparison of Influence of Various Proposals of Transforming Nominants into Stimulants on Linear Ordering and Grouping of Listed Companies -- 1 Introduction -- 2 Applied Methods of Transformation of Symmetric Nominants with a Recommended Range of Values into Stimulants Normalised in the Range langle0,1rangle -- 3 Measures Used to Compare the Results Obtained -- 4 Data and Results -- 5 Conclusions -- References -- Attributes Affecting the Exposure Time of a Residential Property -- 1 Introduction -- 2 Methodology -- 3 Data-Censored Observations -- 4 Duration Analysis Time on Market -- 5 Summary -- References -- Determinants of the Real Estate Prices in Poland -- 1 Introduction -- 2 Review of Relevant Literature -- 3 Data -- 4 Analytical Considerations and Statistical Model -- 5 Results -- 6 Conclusions -- References -- Similarity of Open-Ended Mutual Funds During a Pandemic. Research for Equity and Bond Funds -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 4 Characteristics of the Selected Funds -- 5 Evaluation of Fund Performance and Similarity -- 6 Conclusions -- References -- Applications in Economics -- Application of Random Forests in the Study of Differences in Perception of the Neighbourhood of National Parks in the Euroregion Pomerania -- 1 Introduction -- 2 Euroregion Pomerania -- 3 Literature Review -- 4 Research Methodology -- 5 Empirical Results -- 6 Conclusions -- References -- Successes and Failures of Scientific Journals and Their Determinants -- 1 The Role of Scientific Journals in Publishing Research Result -- 2 Methods of Evaluating Scientific Journals -- 3 Research Methodology -- 3.1 Definition of Successes and Failures -- 3.2 The Overview of Potential Determinants of Journals' Successes and Failures -- 3.3 Identification and Evaluation of Determinants of Journals' Successes and Failures.
4 Analysis of Determinants of Journal Development Perspectives -- 4.1 The Scope of the Analysis and Sources of Data -- 4.2 The Analysis of Quantitative Potential Determinants -- 4.3 Qualitative Approach to the Analysis of Potential Determinants of Journal's Successes and Failures -- 4.4 The Evaluation of journal's Development Perspective Determinants with Random Forest Models -- 5 Conclusions -- References -- Spatial Effects in Regional Inequality Analysis of Own Income Potential Among Polish Communes -- 1 Introduction -- 2 Sources and Methods -- 2.1 Gini Index as a Non-spatial Measure of Inequality -- 2.2 Spatial Autocorrelation Measures -- 2.3 Rey and Smith's Spatial Inequality Measure and Its Proposed Modification -- 3 Results and Discussion -- 4 Summary and Conclusions -- References -- Evaluation of Quality of Neural Network Models and Discriminant Analysis in ROPO Forecasting -- 1 Deep Learning Methods -- 2 ROPO (Research Online, Purchase Offline) Behaviour of Tourists-Result of the Survey -- 3 Deep Learning Model -- 4 Final Remarks -- References -- The Application of Survival Analysis Methods in the Examination of Foreign Divestment in Poland -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 4 Results of Empirical Research -- 5 Conclusions -- References -- Longevity Risk Versus Longevity Dividend -- 1 Introduction -- 2 Longevity Risk -- 2.1 Demographic Dividend -- 2.2 Longevity Dividend -- 3 Methodology -- 4 Impact on Longevity Dividend-Empirical Result -- 5 Conclusion -- References -- Applications in Social Issues -- Application of the Intuitionistic Fuzzy Synthetic Measure in the Subjective Quality of Life Measurement Based on Survey Data -- 1 Introduction -- 2 Intuitionistic Fuzzy Synthetic Measure for Aggregated Ordinal Data.
3 The Subjective Quality of Life of the European Cities' Residents in the Light of the Measurement Results Using the IFSM -- 4 Conclusions -- References -- Measuring Subjective Poverty: Methodological and Application Aspects -- 1 Introduction -- 2 Construction Procedure for the Subjective Household Poverty Index -- 3 Results of the Empirical Research -- 4 Summary -- References -- Graphic Characters as Twitter Age Group Identifiers -- 1 Graphic Characters in Text -- 2 Data Gathering and Pre-Processing -- 3 Age Group Identification-the GNG Network -- 4 Results -- 5 Conclusions -- References -- Cluster Ensemble Stability in Clustering of EU Members in Terms of Sustainable Development Goals -- 1 Introduction -- 2 Consensus Clustering -- 3 PAC Stability Measure -- 4 Empirical Results -- 4.1 Decent Work and Economic Growth -- 4.2 Industry, Innovations and Infrastructure -- 4.3 Responsible Consumption and Production -- 5 Conclusions -- References -- Perception of Climate Change-Differences Between the Y and BB Generations -- 1 Introduction -- 2 Research Background and Literature Review -- 3 Data and Methods -- 4 Factors of Pro-climate Actions of Europeans -- 5 Climate Change Perception and Personal Responsibility -- 6 Conclusions -- References -- Applications with COVID-19 Data -- Cash and Non-cash Payments for In-Store Purchases During the COVID-19 Pandemic - Similarities and Differences Between Generation X and Generation Y Consumers. Case of Poland -- 1 Introduction -- 2 Determinants of the Use of Cashless Payment Systems -- 3 Use of Cashless Payments During the COVID-19 Pandemic -- 4 Data, Variables and Method of Analysis -- 5 Results-Consumer Typology -- 6 Conclusions -- References -- Regional Labour Markets as a Result of the Impact of the COVID-19 Pandemic-A Polish-German Borderland Case Study -- 1 Introduction.
2 Literature Review and Conceptual Background -- 2.1 Borderland Regions and Their Specificity -- 2.2 Unemployment and the COVID-19 Pandemic -- 3 Empirical Analysis -- 3.1 Model -- 3.2 Data -- 3.3 Regional Disparities -- 4 Concluding Remarks -- 4.1 Conclusions on the Method and Its Universality -- 4.2 Conclusions on the Results -- References -- The Labour Market Consequences of the COVID-19 Pandemic in the European Union Countries: Selected Issues -- 1 Introduction -- 2 Research Background -- 3 Data and Methodology -- 4 Results and Discussion -- 5 Conclusions -- References -- Analysis of the Excessive Number of Deaths Related to the COVID-19 Pandemic in European Countries -- 1 Introduction -- 2 Method -- 3 Results -- 3.1 Overall Results -- 3.2 The Period: 01-06.2020 -- 3.3 The Period: 07-12.2020 -- 3.4 The Period: 01-06.2021 -- 3.5 Correlation and Spatial Autocorrelation in Basic Epidemic Development Statistics -- 4 Conclusion and Discussion -- References.
Record Nr. UNISA-996495169803316
Cham, Switzerland : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Modern mathematical statistics with applications / / Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton
Modern mathematical statistics with applications / / Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton
Autore Devore Jay L.
Edizione [Third edition.]
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2021]
Descrizione fisica 1 online resource (981 pages)
Disciplina 519.5
Collana Springer Texts in Statistics
Soggetto topico Mathematical statistics
Estadística matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 3-030-55156-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Purpose -- Content and Mathematical Level -- Recommended Coverage -- Revisions for This Edition -- Acknowledgements -- A Final Thought -- Contents -- 1 Overview and Descriptive Statistics -- 1.1 The Language of Statistics -- 1.2 Graphical Methods in Descriptive Statistics -- 1.3 Measures of Center -- 1.4 Measures of Variability -- Supplementary Exercises: (73-96) -- 2 Probability -- 2.1 Sample Spaces and Events -- 2.2 Axioms, Interpretations, and Properties of Probability -- 2.3 Counting Methods -- 2.4 Conditional Probability -- 2.5 Independence -- 2.6 Simulation of Random Events -- Supplementary Exercises: (113-140) -- 3 Discrete Random Variables and Probability Distributions -- 3.1 Random Variables -- 3.2 Probability Distributions for Discrete Random Variables -- 3.3 Expected Values of Discrete Random Variables -- 3.4 Moments and Moment Generating Functions -- 3.5 The Binomial Probability Distribution -- 3.6 The Poisson Probability Distribution -- 3.7 Other Discrete Distributions -- 3.8 Simulation of Discrete Random Variables -- Supplementary Exercises: (138-169) -- 4 Continuous Random Variables and Probability Distributions -- 4.1 Probability Density Functions and Cumulative Distribution Functions -- 4.2 Expected Values and Moment Generating Functions -- 4.3 The Normal Distribution -- 4.4 The Gamma Distribution and Its Relatives -- 4.5 Other Continuous Distributions -- 4.6 Probability Plots -- 4.7 Transformations of a Random Variable -- 4.8 Simulation of Continuous Random Variables -- Supplementary Exercises: (131-159) -- 5 Joint Probability Distributions and Their Applications -- 5.2 Expected Values, Covariance, and Correlation -- 5.3 Linear Combinations -- 5.4 Conditional Distributions and Conditional Expectation -- 5.5 The Bivariate Normal Distribution -- 5.6 Transformations of Multiple Random Variables.
5.7 Order Statistics -- Supplementary Exercises: (122-150) -- 6 Statistics and Sampling Distributions -- 6.1 Statistics and Their Distributions -- 6.2 The Distribution of Sample Totals, Means, and Proportions -- 6.3 The χ2, t, and F Distributions -- 6.4 Distributions Based on Normal Random Samples -- Supplementary Exercises: (59-68) -- Appendix: Proof of the Central Limit Theorem -- 7 Point Estimation -- 7.1 Concepts and Criteria for Point Estimation -- 7.2 The Methods of Moments and Maximum Likelihood -- 7.3 Sufficiency -- 7.4 Information and Efficiency -- Supplementary Exercises: (61-78) -- 8 Statistical Intervals Based on a Single Sample -- 8.1 Basic Properties of Confidence Intervals -- 8.2 The One-Sample t Interval and Its Relatives -- 8.3 Intervals for a Population Proportion -- 8.4 Confidence Intervals for the Population Variance and Standard Deviation -- 8.5 Bootstrap Confidence Intervals -- Supplementary Exercises (71-92) -- 9 Tests of Hypotheses Based on a Single Sample -- 9.1 Hypotheses and Test Procedures -- 9.2 Tests About a Population Mean -- 9.3 Tests About a Population Proportion -- 9.4 P-Values -- 9.5 The Neyman-Pearson Lemma and Likelihood Ratio Tests -- 9.6 Further Aspects of Hypothesis Testing -- Supplementary Exercises: (83-102) -- 10 Inferences Based on Two Samples -- 10.1 The Two-Sample z Confidence Interval and Test -- 10.2 The Two-Sample t Confidence Interval and Test -- 10.3 Analysis of Paired Data -- 10.4 Inferences About Two Population Proportions -- 10.5 Inferences About Two Population Variances -- 10.6 Inferences Using the Bootstrap and Permutation Methods -- Supplementary Exercises: (95-124) -- 11 The Analysis of Variance -- 11.1 Single-Factor ANOVA -- 11.2 Multiple Comparisons in ANOVA -- 11.3 More on Single-Factor ANOVA -- 11.4 Two-Factor ANOVA without Replication -- 11.5 Two-Factor ANOVA with Replication.
Supplementary Exercises: (74-84) -- 12 Regression and Correlation -- 12.1 The Simple Linear Regression Model -- 12.2 Estimating Model Parameters -- 12.3 Inferences About the Regression Coefficient β1 -- 12.4 Inferences for the (Mean) Response -- 12.5 Correlation -- 12.6 Investigating Model Adequacy: Residual Analysis -- 12.7 Multiple Regression Analysis -- 12.8 Quadratic, Interaction, and Indicator Terms -- 12.9 Regression with Matrices -- 12.10 Logistic Regression -- Supplementary Exercises: (121-138) -- 13 Chi-Squared Tests -- 13.1 Goodness-of-Fit Tests -- 13.2 Two-Way Contingency Tables -- Supplementary Exercises: (32-43) -- 14 Nonparametric Methods -- 14.1 Exact Inference for Population Quantiles -- 14.2 One-Sample Rank-Based Inference -- 14.3 Two-Sample Rank-Based Inference -- 14.4 Nonparametric ANOVA -- Supplementary Exercises: (49-58) -- 15 Introduction to Bayesian Estimation -- 15.1 Prior and Posterior Distributions -- 15.2 Bayesian Point and Interval Estimation -- Appendix_1 -- Appendix_2 -- Bib1 -- Bib1 -- Index.
Record Nr. UNISA-996466406403316
Devore Jay L.  
Cham, Switzerland : , : Springer, , [2021]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui