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Actuarial Sciences and Quantitative Finance : ICASQF2016, Cartagena, Colombia, June 2016 / / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc
| Actuarial Sciences and Quantitative Finance : ICASQF2016, Cartagena, Colombia, June 2016 / / edited by Jaime A. Londoño, José Garrido, Monique Jeanblanc |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (IX, 174 p. 50 illus., 42 illus. in color.) |
| Disciplina | 368.01 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Actuarial science
Social sciences - Mathematics Statistics Actuarial Mathematics Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN | 3-319-66536-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: Actuarial Sciences -- Robust paradigm applied to parameter reduction in actuarial triangle models -- Unlocking reserve assumptions using retrospective analysis -- Spatial Statistical tools to assess mortality differences in Europe -- Stochastic control for insurance: Models, Strategies and Numerics -- Stochastic control for insurance: new problems and methods -- Part II: Quantitative Finance -- Bermudan option valuation under state-department models -- Option-Implied Objective Measures of Market Risk with Leverage -- The Sustainable Black-Scholes Equations -- Author Index. |
| Record Nr. | UNINA-9910254289303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014 / / edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández
| Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014 / / edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (xi, 98 pages) : illustrations (some color) |
| Disciplina | 368.01 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Actuarial science
Social sciences - Mathematics Statistics Actuarial Mathematics Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN |
3-319-18239-0
9783319182391 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Modeling Electricity Spot Price Dynamics by Using Levy-Type Cox Processes: An Application to the Colombian Market -- Using Value-at-Risk (VaR) to Measure Market Risk of the Equity Inventory of a Market Maker.- Reverse mortgage schemes financing urban dynamics using the multiple decrement approach -- Speedup of Calibration and Pricing with SABR models: from equities to interest rates derivatives -- Bergman, Piterbarg and Beyond: Pricing Derivatives under Collateralization and Differential Rates. |
| Record Nr. | UNINA-9910299771403321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Statistics and Data Science : Proceedings of Statistics 2021 Canada, Selected Contributions / / edited by Yogendra P. Chaubey, Salim Lahmiri, Fassil Nebebe, Arusharka Sen
| Applied Statistics and Data Science : Proceedings of Statistics 2021 Canada, Selected Contributions / / edited by Yogendra P. Chaubey, Salim Lahmiri, Fassil Nebebe, Arusharka Sen |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (163 pages) |
| Disciplina | 519.5 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Statistics
Quantitative research Mathematical statistics - Data processing Actuarial science Applied Statistics Data Analysis and Big Data Statistics and Computing Statistical Theory and Methods Actuarial Mathematics |
| ISBN | 3-030-86133-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Minimum Profile Hellinger Distance Estimation for Semiparametric Simple Linear Regression Model -- 2. A Spatiotemporal Investigation of the Cod Stock in the Northern Gulf of St-Lawrence -- 3. Modeling Obesity Rate with Spatial Auto-correlation: A Case Study -- 4. Bayesian Inference for Inverse Gaussian Data with Emphasis on the Coefficient of Variation -- 5. Estimation and Testing of a Common Coefficient of Variation from Inverse Gaussian Distributions -- 6. A Markov Model of Polygenic Inheritance -- 7. Bayes Linear Emulation of Simulated Crop Yield. |
| Record Nr. | UNINA-9910520068603321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Closure Properties for Heavy-Tailed and Related Distributions : An Overview / / by Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides
| Closure Properties for Heavy-Tailed and Related Distributions : An Overview / / by Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
| Autore | Leipus Remigijus |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (99 pages) |
| Disciplina | 519.24 |
| Altri autori (Persone) |
SiaulysJonas
KonstantinidesDimitrios |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Probabilities
Distribution (Probability theory) Stochastic models Actuarial science Applied Probability Distribution Theory Probability Theory Stochastic Modelling in Statistics Actuarial Mathematics |
| ISBN | 3-031-34553-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Acronyms -- 1 Introduction -- 1.1 An Overview of the Book -- 1.2 Notations and Definitions -- 2 Heavy-Tailed and Related Classes of Distributions -- 2.1 Heavy-Tailed Distributions -- 2.2 Regularly Varying Distributions -- 2.3 Consistently Varying Distributions -- 2.4 Dominatedly Varying Distributions -- 2.5 Long-Tailed Distributions -- 2.6 Exponential-Like-Tailed Distributions -- 2.7 Generalized Long-Tailed Distributions -- 2.8 Subexponential Distributions -- 2.9 Strong Subexponential Distributions -- 2.10 Convolution Equivalent Distributions -- 2.11 Generalized Subexponential Distributions -- 2.12 Bibliographical Notes -- 3 Closure Properties Under Tail-Equivalence, Convolution, Finite Mixing, Maximum, and Minimum -- 3.1 Ruin Probability in the Cramér-Lundberg Risk Model in the Case of Heavy-Tailed Claims -- 3.2 Convolution Closure and Max-Sum Equivalence -- 3.3 Closure Properties for Heavy-Tailed Class of Distributions -- 3.4 Closure Properties for Regularly Varying Class of Distributions -- 3.5 Closure Properties for Consistently Varying Class of Distributions -- 3.6 Closure Properties for Dominatedly Varying Class of Distributions -- 3.7 Closure Properties for Long-Tailed Class of Distributions -- 3.8 Closure Properties for Exponential-Like-Tailed Class of Distributions -- 3.9 Closure Properties for Generalized Long-Tailed Class of Distributions -- 3.10 Closure Properties for Subexponential Class of Distributions -- 3.11 Closure Properties for Strong Subexponential Class of Distributions -- 3.12 Closure Properties for Convolution Equivalent Class of Distributions -- 3.13 Closure Properties for Generalized Subexponential Class of Distributions -- 3.14 Bibliographical Notes -- 4 Convolution-Root Closure -- 4.1 Distribution Classes Closed Under Convolution Roots.
4.2 Distribution Classes Not Closed Under Convolution Roots -- 4.3 Bibliographical Notes -- 5 Product-Convolution of Heavy-Tailed and Related Distributions -- 5.1 Product-Convolution -- 5.2 From Light Tails to Heavy Tails Through Product-Convolution -- 5.3 Product-Convolution Closure Properties for Heavy-Tailed Class of Distributions -- 5.4 Product-Convolution Closure Properties for Regularly Varying Class of Distributions -- 5.5 Product-Convolution Closure Properties for Consistently Varying Class of Distributions -- 5.6 Product-Convolution Closure Properties for Dominatedly Varying Class of Distributions -- 5.7 Product-Convolution Closure Properties for Exponential-Like-Tailed Distributions -- 5.8 Product-Convolution Closure Properties for Generalized Long-Tailed Class of Distributions -- 5.9 Product-Convolution Closure Properties for Convolution Equivalent Class of Distributions -- 5.10 Product-Convolution Closure Properties for Generalized Subexponential Class of Distributions -- 5.11 Some Extensions -- 5.12 Bibliographical Notes -- 6 Summary of Closure Properties -- References -- Index. |
| Record Nr. | UNINA-9910746099003321 |
Leipus Remigijus
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Continuous Time Processes for Finance [[electronic resource] ] : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut
| Continuous Time Processes for Finance [[electronic resource] ] : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut |
| Autore | Hainaut Donatien |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (359 pages) |
| Disciplina | 332.015195 |
| Collana | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Econometrics Actuarial science Probability Theory Mathematics in Business, Economics and Finance Actuarial Mathematics Quantitative Economics Finances Models matemàtics Estadística matemàtica Processos estocàstics Anàlisi de sèries temporals |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031063619
9783031063602 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Acknowledgements -- Notations -- 1. Switching Models: Properties and Estimation -- 2. Estimation of Continuous Time Processes by Markov Chain Monte Carlo -- 3. Particle Filtering and Estimation -- 4. Modeling of Spillover Effects in Stock Markets -- 5. Non-Markov Models for Contagion and Spillover -- 6. Fractional Brownian Motion -- 7. Gaussian Fields for Asset Prices -- 8. Lévy Interest Rate Models With a Long Memory -- 9. Affine Volterra Processes and Rough Models -- 10. Sub-Diffusion for Illiquid Markets -- 11. A Fractional Dupire Equation for Jump-Diffusions -- References. |
| Record Nr. | UNISA-996485661303316 |
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Hainaut Donatien
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut
| Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut |
| Autore | Hainaut Donatien |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (359 pages) |
| Disciplina | 332.015195 |
| Collana | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Econometrics Actuarial science Probability Theory Mathematics in Business, Economics and Finance Actuarial Mathematics Quantitative Economics |
| ISBN |
9783031063619
9783031063602 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Acknowledgements -- Notations -- 1. Switching Models: Properties and Estimation -- 2. Estimation of Continuous Time Processes by Markov Chain Monte Carlo -- 3. Particle Filtering and Estimation -- 4. Modeling of Spillover Effects in Stock Markets -- 5. Non-Markov Models for Contagion and Spillover -- 6. Fractional Brownian Motion -- 7. Gaussian Fields for Asset Prices -- 8. Lévy Interest Rate Models With a Long Memory -- 9. Affine Volterra Processes and Rough Models -- 10. Sub-Diffusion for Illiquid Markets -- 11. A Fractional Dupire Equation for Jump-Diffusions -- References. |
| Record Nr. | UNINA-9910590077503321 |
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Hainaut Donatien
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Contributions to Sampling Statistics / / edited by Fulvia Mecatti, Pier Luigi Conti, Maria Giovanna Ranalli
| Contributions to Sampling Statistics / / edited by Fulvia Mecatti, Pier Luigi Conti, Maria Giovanna Ranalli |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (236 p.) |
| Disciplina | 519.52 |
| Collana | Contributions to Statistics |
| Soggetto topico |
Actuarial science
Statistics Social sciences - Statistical methods Mathematics Social sciences Sociology - Methodology Computer science - Mathematics Mathematical statistics Actuarial Mathematics Statistical Theory and Methods Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy Mathematics in the Humanities and Social Sciences Sociological Methods Probability and Statistics in Computer Science |
| ISBN | 3-319-05320-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 P.S. Kott: Calibration Weighting When Model and Calibration Variables Can Differ -- 2 M. Pratesi: M-quantile small area models for measuring poverty at a local level -- 3 A.C. Singh -- 4 J.F. Beaumont: The Analysis of Survey Data using the Bootstrap -- 5 Y.G. Berger, O. De La Riva Torres: Empirical likelihood confidence intervals: an application to the EU-SILC household surveys -- 6 A. Bianchi, S. Biffignandi: Responsive design for economic data in mixedmode panels -- 7 P.M. Chiodini, M.Zenga: Comparing the efficiency of sample plans for symmetric and non-symmetric distributions in auditing -- 8 C. De Vitiis, S.Falorsi, F. Inglese: Implementing the First ISTAT Survey of Homeless Population by Indirect Sampling and Weight Sharing Method -- 9 D. Marella, P.Vicard: Modelling measurement errors by object-oriented Bayesian Networks: an application to 2008 SHIW -- 10 G.E. Montanari, G. Cicchitelli: Sampling theory and Geostatistics: a way of Reconciliation -- 11 N. Nangsue, Y.G. Berger: Optimal regression estimator for stratified two-stage Sampling -- 12 F. Piersimoni, P. Postiglione, R. Benedetti: Spatial sampling for agricultural data -- 13 M. Polisicchio, F.Porro: A multi-proportion randomized response model using the inverse sampling -- 14 P. Righi, S. Falorsi, A. Fasulo: A modified Extended Delete a Group Jackknife variance estimator under random hot deck imputation in business surveys. |
| Record Nr. | UNINA-9910299967203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / / by Michel Mandjes, Onno Boxma
| The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / / by Michel Mandjes, Onno Boxma |
| Autore | Mandjes Michel <1970-> |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (XI, 246 p. 31 illus.) |
| Disciplina |
354.81150006
368.01 |
| Collana | Springer Actuarial Textbooks |
| Soggetto topico |
Actuarial science
Probabilities Stochastic processes Actuarial Mathematics Probability Theory Stochastic Processes |
| ISBN | 3-031-39105-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- 1 Cramér-Lundberg Model -- 1.1 Introduction -- 1.2 Ruin Model, and Dual Queueing Model -- 1.3 Method 1: Conditioning on the First Event -- 1.4 Method 2: Ladder Heights, Busy Periods -- 1.5 Method 3: Kella-Whitt Martingale -- 1.6 Method 4: Kolmogorov Forward Equations -- 1.7 Discussion and Bibliographical Notes -- 1.8 Biographical Sketches -- Exercises -- References -- 2 Asymptotics -- 2.1 Introduction -- 2.2 Light-Tailed Case -- 2.3 Subexponential Case -- 2.4 Time-Dependent Ruin Probability -- 2.5 Heavy Traffic -- 2.6 Discussion and Bibliographical Notes -- Exercises -- References -- 3 Regime Switching -- 3.1 Introduction -- 3.2 System of Linear Equations for Transforms -- 3.3 Identification of the Unknown Constants -- 3.4 Cramér-Lundberg Model Over a Phase-Type Horizon -- 3.5 Resampling -- 3.6 Discussion and Bibliographical Notes -- Exercises -- References -- 4 Interest and Two-Sided Jumps -- 4.1 Introduction -- 4.2 Model and Notation -- 4.3 Exponential Upward Jumps -- 4.4 Relaxation of the Exponentiality Assumptions -- 4.5 Discussion and Bibliographical Notes -- Exercises -- References -- 5 Threshold-Based Net Cumulative Claim Process -- 5.1 Introduction -- 5.2 Scale Functions -- 5.3 Decomposition -- 5.4 Computation of Auxiliary Objects -- 5.5 Discussion and Bibliographical Notes -- Exercises -- References -- 6 Level-Dependent Dynamics -- 6.1 Introduction -- 6.2 Level-Dependent Premium Rate -- 6.3 Level-Dependent Premium Rate and Claim Arrival Rate -- 6.4 A Specific Level-Dependent Model -- 6.5 A Tax Identity -- 6.6 Discussion and Bibliographical Notes -- Exercises -- References -- 7 Multivariate Ruin -- 7.1 Introduction -- 7.2 Two-Dimensional Case -- 7.3 Higher-Dimensional Case -- 7.4 Tandem Queueing Networks -- 7.5 Multivariate Gerber-Shiu Metrics -- 7.6 Discussion and Bibliographical Notes -- Exercises.
References -- 8 Arrival Processes with Clustering -- 8.1 Introduction -- 8.2 M/G/Infinity Driven Arrivals -- 8.3 Shot-Noise Driven Arrivals -- 8.4 Hawkes Driven Arrivals -- 8.5 Discussion and Bibliographical Notes -- Exercises -- References -- 9 Dependence Between Claim Sizes and Interarrival Times -- 9.1 Introduction -- 9.2 Claim Size Being Correlated with Previous Interarrival Time -- 9.3 Interarrival Time Being Correlated with Previous Claim Size -- 9.4 A More General Markov-Dependent Risk Model -- 9.5 Discussion and Bibliographical Notes -- Exercises -- References -- 10 Advanced Bankruptcy Concepts -- 10.1 Introduction -- 10.2 Poisson Inspection Times -- 10.3 Length of First Excursion -- 10.4 Total Time with Negative Surplus -- 10.5 Discussion and Bibliographical Notes -- Exercises -- References -- A Laplace Transforms -- A.1 Definitions -- A.2 Some Convenient Properties -- A.3 Some Useful Concepts and Results -- A.4 Discussion and Bibliographical Notes -- Exercises -- B Some Queueing Theory -- B.1 Single-Server Queue M/G/1 -- B.2 Infinite-Server Queue M/G/Infinity -- B.3 Discussion and Bibliographical Notes -- Exercises -- References. |
| Record Nr. | UNINA-9910766880203321 |
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Mandjes Michel <1970->
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions / / by Michel Denuit, Donatien Hainaut, Julien Trufin
| Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions / / by Michel Denuit, Donatien Hainaut, Julien Trufin |
| Autore | Denuit Michel |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XVI, 441 p. 82 illus., 23 illus. in color.) |
| Disciplina | 368.01 |
| Collana | Springer Actuarial Lecture Notes |
| Soggetto topico |
Actuarial science
Statistics Actuarial Mathematics Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN |
9783030258207
3030258203 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Part I: LOSS MODELS.-1. Insurance Risk Classification.-Exponential Dispersion (ED) Distributions.-3.-Maximum Likelihood Estimation.-Part II LINEAR MODELS.-4. Generalized Linear Models (GLMs) -- 5.-Over-dispersion, credibility adjustments, mixed models, and regularization.-Part III ADDITIVE MODELS -- 6 Generalized Additive Models (GAMs) -- 7. Beyond Mean Modeling: Double GLMs and GAMs for Location, Scale and Shape (GAMLSS) -- Part IV SPECIAL TOPICS -- 8. Some Generalized Non-Linear Models (GNMs) -- 9 Extreme Value Models -- References. |
| Record Nr. | UNINA-9910349321203321 |
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Denuit Michel
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions / / by Michel Denuit, Donatien Hainaut, Julien Trufin
| Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions / / by Michel Denuit, Donatien Hainaut, Julien Trufin |
| Autore | Denuit Michel |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (X, 228 p. 68 illus., 6 illus. in color.) |
| Disciplina | 519.536 |
| Collana | Springer Actuarial Lecture Notes |
| Soggetto topico |
Actuarial science
Neural networks (Computer science) Statistics Actuarial Mathematics Mathematical Models of Cognitive Processes and Neural Networks Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN |
9783030575564
303057556X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1: Introductio -- Chapter 2 : Performance Evaluation -- Chapter 3 Regression Trees -- Chapter 4 Bagging Trees and Random Forests -- Chapter 5 Boosting Trees -- Chapter 6 Other Measures for Model Comparison. |
| Record Nr. | UNINA-9910484306203321 |
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Denuit Michel
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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