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Multivariate nonparametric regression and visualization : with R and applications to finance / / Jussi Klemela
| Multivariate nonparametric regression and visualization : with R and applications to finance / / Jussi Klemela |
| Autore | Klemelä Jussi <1965-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (668 p.) |
| Disciplina | 519.5/36 |
| Collana | Wiley Series in Computational Statistics |
| Soggetto topico |
Finance - Mathematical models
Visualization Regression analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-83804-1
1-118-59350-2 |
| Classificazione | MAT029000MAT029030COM051200 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half Title page; Title page; Copyright page; Dedication; Preface; Introduction; I.1 Estimation of Functionals of Conditional Distributions; I.2 Quantitative Finance; I.3 Visualization; I.4 Literature; Part I: Methods of Regression and Classification; Chapter 1: Overview of Regression and Classification; 1.1 Regression; 1.2 Discrete Response Variable; 1.3 Parametric Family Regression; 1.4 Classification; 1.5 Applications in Quantitative Finance; 1.6 Data Examples; 1.7 Data Transformations; 1.8 Central Limit Theorems; 1.9 Measuring the Performance of Estimators; 1.10 Confidence Sets
1.11 TestingChapter 2: Linear Methods and Extensions; 2.1 Linear Regression; 2.2 Varying Coefficient Linear Regression; 2.3 Generalized Linear and Related Models; 2.4 Series Estimators; 2.5 Conditional Variance and ARCH Models; 2.6 Applications in Volatility and Quantile Estimation; 2.7 Linear Classifiers; Chapter 3: Kernel Methods and Extensions; 3.1 Regressogram; 3.2 Kernel Estimator; 3.3 Nearest-Neighbor Estimator; 3.4 Classification with Local Averaging; 3.5 Median Smoothing; 3.6 Conditional Density Estimation; 3.7 Conditional Distribution Function Estimation 3.8 Conditional Quantile Estimation3.9 Conditional Variance Estimation; 3.10 Conditional Covariance Estimation; 3.11 Applications in Risk Management; 3.12 Applications in Portfolio Selection; Chapter 4: Semiparametric and Structural Models; 4.1 Single-Index Model; 4.2 Additive Model; 4.3 Other Semiparametric Models; Chapter 5: Empirical Risk Minimization; 5.1 Empirical Risk; 5.3 Support Vector Machines; 5.4 Stagewise Methods; 5.5 Adaptive Regressograms; Part II: Visualization; Chapter 6: Visualization of Data; 6.1 Scatter Plots; 6.2 Histogram and Kernel Density Estimator 6.3 Dimension Reduction6.4 Observations as Objects; Chapter 7: Visualization of Functions; 7.1 Slices; 7.2 Partial Dependence Functions; 7.3 Reconstruction of Sets; 7.4 Level Set Trees; 7.5 Unimodal Densities; Appendix A: R Tutorial; A.1 Data Visualization; A.2 Linear Regression; A.3 Kernel Regression; A.4 Local Linear Regression; A.5 Additive Models: Backfitting; A.6 Single-Index Regression; A.7 Forward Stagewise Modeling; A.8 Quantile Regression; References; Author Index; Topic Index |
| Record Nr. | UNINA-9910464175703321 |
Klemelä Jussi <1965->
|
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| Hoboken, New Jersey : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Nonparametric finance / / by Jussi Sakari Klemela
| Nonparametric finance / / by Jussi Sakari Klemela |
| Autore | Klemelä Jussi <1965-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2018 |
| Descrizione fisica | 1 online resource (72 pages) : illustrations, graphs |
| Disciplina | 332.0151954 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Finance - Statistical methods
Finance - Mathematical models |
| ISBN |
1-119-40912-8
1-119-40911-X 1-119-40913-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910270918703321 |
|
Klemelä Jussi <1965->
|
||
| Hoboken, New Jersey : , : Wiley, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonparametric finance / / by Jussi Sakari Klemela
| Nonparametric finance / / by Jussi Sakari Klemela |
| Autore | Klemelä Jussi <1965-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2018 |
| Descrizione fisica | 1 online resource (72 pages) : illustrations, graphs |
| Disciplina | 332.0151954 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Finance - Statistical methods
Finance - Mathematical models |
| ISBN |
1-119-40912-8
1-119-40911-X 1-119-40913-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910813981003321 |
|
Klemelä Jussi <1965->
|
||
| Hoboken, New Jersey : , : Wiley, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Smoothing of multivariate data [[electronic resource] ] : density estimation and visualization / / Jussi Klemelä
| Smoothing of multivariate data [[electronic resource] ] : density estimation and visualization / / Jussi Klemelä |
| Autore | Klemelä Jussi <1965-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (641 p.) |
| Disciplina | 519.5 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Smoothing (Statistics)
Estimation theory Analysis of variance |
| ISBN |
1-283-91612-6
0-470-42567-9 0-470-42566-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Smoothing of Multivariate Data: Density Estimation and Visualization; CONTENTS; Preface; Introduction; 1.1 Smoothing; 1.2 Visualization; 1.3 Density Estimation; 1.4 Plan of the Book; 1.5 Web Page and the Code; 1.6 Bibliographic Notes; PART I VISUALIZATION; 1 Visualization of Data; 1.1 Scatter Plots, Projections, and Slices; 1.1.1 Scatter Plots; 1.1.2 Projections; 1.1.3 Dynamic Scatter Plots; 1.1.4 Slices; 1.1.5 Prosections; 1.1.6 Subsetting; 1.2 Univariate Data; 1.2.1 Line Plot, ID Scatter Plot, Index Plot, Time Series Plot; 1.2.2 Empirical Distribution Function and Tail Plot
1.2.3 PP-Plot and QQ-Plot1.2.4 Box Plot; 1.2.5 Kernel Estimates; 1.3 Parallel Level Plots; 1.3.1 Multivariate Time Series; 1.3.2 One-dimensional Curves; 1.3.3 Point Clouds; 1.4 Graphical Matrices; 1.4.1 Bar Matrix; 1.4.2 Index Plot Matrix; 1.5 Observations as Objects; 1.5.1 Parallel Coordinate Plots; 1.5.2 Multivariate Time Series; 1.5.3 Andrew's Curves; 1.5.4 Faces; 1.5.5 Other Possibilities; 1.6 Linking Across Dimensions; 1.7 Descriptive Statistics; 1.7.1 Location; 1.7.2 Dispersion; 1.7.3 Higher Order Moments; 1.8 Dimension Reduction of Data; 1.8.1 Principal Components 1.8.2 Projection Pursuit1.8.3 Self-organizing Maps; 1.8.4 Multidimensional Scaling; 2 Visualization of Functions; 2.1 Visualization of Low-dimensional Functions; 2.1.1 One-dimensional Functions; 2.1.2 Two-and Three-dimensional Functions; 2.1.3 Dimension Reduction of Functions; 2.2 Visualization of the Spread; 2.2.1 Density Type Visualizations; 2.2.2 Distribution Function Type Visualizations; 2.3 Bibliographie Notes; 2.3.1 Visualization of High-dimensional Functions; 2.3.2 Visualization of the Spread of Multivariate Densities; 3 Visualization of Trees; 3.1 Visualization of Spatial Trees 3.1.1 Spatial Tree3.1.2 Spatial Tree Plot; 3.1.3 Colors and Labels; 3.2 Visualization of Function Trees; 3.2.1 Function Tree; 3.2.2 Function Tree Plot; 3.3 Bibliographic Notes; 4 Level Set Trees; 4.1 Definition of a Level Set Tree; 4.2 Volume Transform; 4.2.1 Volume Transform and Volume Function; 4.2.2 A Limit Volume Function; 4.3 Barycenter Plot; 4.4 Interpretations; 4.4.1 Mode Isomorphism; 4.4.2 Skewness and Kurtosis; 4.5 Examples of Level Set Trees; 4.5.1 Three-dimensional Example; 4.5.2 Four-dimensional Example; 4.6 Bibliographic Notes; 4.6.1 Morse Theory; 4.6.2 Reeb Graphs; Exercises 5 Shape Trees5.1 Functions and Sets; 5.2 Definition of a Shape Tree; 5.3 Shape Transforms; 5.3.1 Radius Transform; 5.3.2 Tail Probability Transform; 5.3.3 Probability Content Transform; 5.4 Location Plot; 5.5 Choice of the Parameters; 5.5.1 Reference Point; 5.5.2 Radius Function versus Probability Content Function; 5.5.3 Choice of the Metric; 5.6 Examples of Shape Trees; 5.6.1 Uni- and Bimodality; 5.6.2 Multimodality of Level Sets; 5.7 Shapes of Densities; 5.8 2D Shape Transforms; 5.8.1 A 2D Volume Function; 5.8.2 A 2D Probability Content Function; 6 Tail Trees; 6.1 Tail Trees 6.1.1 Connected Sets and Single Linkage Clustering |
| Record Nr. | UNINA-9910139790803321 |
|
Klemelä Jussi <1965->
|
||
| Hoboken, N.J., : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||