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Advanced Portfolio Optimization : A Cutting-edge Quantitative Approach / / by Dany Cajas
| Advanced Portfolio Optimization : A Cutting-edge Quantitative Approach / / by Dany Cajas |
| Autore | Cajas Dany |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (XV, 503 p. 216 illus., 186 illus. in color.) |
| Disciplina | 300.727 |
| Soggetto topico |
Statistics
Data mining Machine learning Valuation Financial risk management Statistics in Business, Management, Economics, Finance, Insurance Data Mining and Knowledge Discovery Machine Learning Investment Appraisal Risk Management Estadística Mineria de dades Aprenentatge automàtic Valoració Gestió del risc Estadística econòmica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031843044
3031843045 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1 Introduction -- Chapter 2 Why use Python? -- Part I Parameter Estimation -- Chapter 3 Sample Based Methods -- Chapter 4 Risk Factors Models -- Chapter 5 Black Litterman Models -- Chapter 7 Convex Risk Measures -- Chapter 8 Return-Risk Trade-Off Optimization -- Chapter 9 Real Features Constraints -- Chapter 10 Risk Parity Optimization -- Chapter 11 Robust Optimization -- Part III Machine Learning Portfolio Optimization -- Chapter 12 Hierarchical Clustering Portfolios -- Chapter 13 Graph Theory Based Portfolios -- Part IV Backtesting -- Chapter 14 Generation of Synthetic Data -- Chapter 15 Backtesting Process -- Part V Appendix -- Chapter A Linear Algebra -- Chapter B Convex Optimization -- Chapter C Mixed Integer Programming. |
| Record Nr. | UNINA-9910999679103321 |
Cajas Dany
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced Statistical Methods / / by Sahana Prasad
| Advanced Statistical Methods / / by Sahana Prasad |
| Autore | Prasad Sahana |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (238 pages) |
| Disciplina | 001.422 |
| Soggetto topico |
Statistics
Regression analysis Time-series analysis Statistical Theory and Methods Linear Models and Regression Time Series Analysis Estadística Anàlisi de regressió Anàlisi de sèries temporals |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9789819972579
9819972574 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Advanced Concepts in Regression -- 2. Index Numbers -- 3. Time Series -- 4. Vital Statistics. |
| Record Nr. | UNINA-9910857789503321 |
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Prasad Sahana
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advances in statistical analysis
| Advances in statistical analysis |
| Pubbl/distr/stampa | Berlin, : Springer-Verlag, ©2007- |
| Descrizione fisica | 1 online resource |
| Soggetto topico |
Statistics
Economics - Statistical methods Statistique Estadística |
| Soggetto genere / forma |
Periodicals.
Revistes electròniques. |
| ISSN | 1863-818X |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | AStA |
| Record Nr. | UNINA-9910145606603321 |
| Berlin, : Springer-Verlag, ©2007- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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American Statistical Association bulletin
| American Statistical Association bulletin |
| Pubbl/distr/stampa | Washington, D.C., : American Statistical Association, 1938- |
| Disciplina | 310 |
| Soggetto topico |
Estadística
Revistes electròniques |
| Soggetto genere / forma |
periodicals.
Periodicals. Périodiques. |
| Soggetto non controllato | Statistics - General |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | ASA bulletin |
| Record Nr. | UNINA-9910140259603321 |
| Washington, D.C., : American Statistical Association, 1938- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Annals of the Institute of Statistical Mathematics
| Annals of the Institute of Statistical Mathematics |
| Pubbl/distr/stampa | Tokyo, : [Institute of Statistical Mathematics], [1949]- |
| Disciplina | 519.905 |
| Soggetto topico |
Mathematical statistics
Statistics Statistics as Topic Statistique mathématique Statistiques Statistik Zeitschrift Online-Ressource Estadística matemàtica Estadística |
| Soggetto genere / forma |
Periodicals.
Revistes electròniques. |
| ISSN | 1572-9052 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | AISM |
| Record Nr. | UNINA-9910147256603321 |
| Tokyo, : [Institute of Statistical Mathematics], [1949]- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Linear Algebra, Probability and Statistics : A Volume in Honour of C. R. Rao and Arbind K. Lal / / edited by Ravindra B. Bapat, Manjunatha Prasad Karantha, Stephen J. Kirkland, Samir Kumar Neogy, Sukanta Pati, Simo Puntanen
| Applied Linear Algebra, Probability and Statistics : A Volume in Honour of C. R. Rao and Arbind K. Lal / / edited by Ravindra B. Bapat, Manjunatha Prasad Karantha, Stephen J. Kirkland, Samir Kumar Neogy, Sukanta Pati, Simo Puntanen |
| Autore | Bapat Ravindra B |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (540 pages) |
| Disciplina | 512.5 |
| Altri autori (Persone) |
KaranthaManjunatha Prasad
KirklandStephen J NeogySamir Kumar PatiSukanta PuntanenSimo |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Algebras, Linear
Probabilities Statistics Graph theory Stochastic processes Game theory Linear Algebra Probability Theory Statistical Theory and Methods Graph Theory Stochastic Processes Game Theory Àlgebra lineal Probabilitats Estadística |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9789819923106
9819923107 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. On Some Matrix Versions of Covariance, Harmonic Mean and other Inequalities: An Overview -- Chapter 2. The Impact of Professor C. R. Rao's Research used in solving problems in Applied Probability -- Chapter 3. Upper ounds for the Euclidean distances between the BLUEs under the partitioned linear fixed model and the corresponding mixed model -- Chapter 4. Nucleolus Computation for some Structured TU Games via Graph Theory and Linear Algebra -- Chapter 5. From Linear System of Equations to Artificial Intelligence - The evolution Journey of Computer Tomographic Image Reconstruction Algorithms -- Chapter 6. Shapley Value and other Axiomatic Extensions to Shapley Value -- Chapter 7. An Accelerated Block Randomized Kaczmarz Methos -- Chapter 8. Nullity of Graphs - A Survey and Some New Results -- Chapter 9. Some Observations on Algebraic Connectivity of Graphs -- Chapter 10. Orthogonality for iadjoints f Operators -- Chapter 11. Permissible covariance structures for simultaneous retention of BLUEs in small and big linear models -- Chapter 12. On some Special Matrices and its Applications in Linear Complementarity Problem -- Chapter 3. On Nearest Matrix with Partially Specified Eigen Structure -- Chapter 14. Equality of BLUEs for Full, Small, and Intermediate Linear Models under Covariance Change, with links to Data Confidentiality and Encryption.-Chapter 15. Statistical Inference for Middle Censored Data with Applications. etc. |
| Record Nr. | UNINA-9910736008903321 |
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Bapat Ravindra B
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied logistic regression [[electronic resource] ] : David W. Hosmer, Stanley Lemeshow, Rodney X. Sturdivant
| Applied logistic regression [[electronic resource] ] : David W. Hosmer, Stanley Lemeshow, Rodney X. Sturdivant |
| Autore | Hosmer David W |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2013 |
| Descrizione fisica | 1 online resource (528 p.) |
| Disciplina | 519.5/36 |
| Altri autori (Persone) |
LemeshowStanley
SturdivantRodney X |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Regression analysis
Anàlisi de regressió Anàlisi multivariable Estadística |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-118-54838-8
1-118-54835-3 1-299-40240-2 1-118-54839-6 |
| Classificazione | MAT029030 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Applied Logistic Regression; Contents; Preface to the Third Edition; 1 Introduction to the Logistic Regression Model; 1.1 Introduction; 1.2 Fitting the Logistic Regression Model; 1.3 Testing for the Significance of the Coefficients; 1.4 Confidence Interval Estimation; 1.5 Other Estimation Methods; 1.6 Data Sets Used in Examples and Exercises; 1.6.1 The ICU Study; 1.6.2 The Low Birth Weight Study; 1.6.3 The Global Longitudinal Study of Osteoporosis in Women; 1.6.4 The Adolescent Placement Study; 1.6.5 The Burn Injury Study; 1.6.6 The Myopia Study; 1.6.7 The NHANES Study
1.6.8 The Polypharmacy StudyExercises; 2 The Multiple Logistic Regression Model; 2.1 Introduction; 2.2 The Multiple Logistic Regression Model; 2.3 Fitting the Multiple Logistic Regression Model; 2.4 Testing for the Significance of the Model; 2.5 Confidence Interval Estimation; 2.6 Other Estimation Methods; Exercises; 3 Interpretation of the Fitted Logistic Regression Model; 3.1 Introduction; 3.2 Dichotomous Independent Variable; 3.3 Polychotomous Independent Variable; 3.4 Continuous Independent Variable; 3.5 Multivariable Models; 3.6 Presentation and Interpretation of the Fitted Values 3.7 A Comparison of Logistic Regression and Stratified Analysis for 2 x 2 TablesExercises; 4 Model-Building Strategies and Methods for Logistic Regression; 4.1 Introduction; 4.2 Purposeful Selection of Covariates; 4.2.1 Methods to Examine the Scale of a Continuous Covariate in the Logit; 4.2.2 Examples of Purposeful Selection; 4.3 Other Methods for Selecting Covariates; 4.3.1 Stepwise Selection of Covariates; 4.3.2 Best Subsets Logistic Regression; 4.3.3 Selecting Covariates and Checking their Scale Using Multivariable Fractional Polynomials; 4.4 Numerical Problems; Exercises 5 Assessing the Fit of the Model5.1 Introduction; 5.2 Summary Measures of Goodness of Fit; 5.2.1 Pearson Chi-Square Statistic, Deviance, and Sum-of-Squares; 5.2.2 The Hosmer-Lemeshow Tests; 5.2.3 Classification Tables; 5.2.4 Area Under the Receiver Operating Characteristic Curve; 5.2.5 Other Summary Measures; 5.3 Logistic Regression Diagnostics; 5.4 Assessment of Fit via External Validation; 5.5 Interpretation and Presentation of the Results from a Fitted Logistic Regression Model; Exercises; 6 Application of Logistic Regression with Different Sampling Models; 6.1 Introduction 6.2 Cohort Studies6.3 Case-Control Studies; 6.4 Fitting Logistic Regression Models to Data from Complex Sample Surveys; Exercises; 7 Logistic Regression for Matched Case-Control Studies; 7.1 Introduction; 7.2 Methods For Assessment of Fit in a 1-M Matched Study; 7.3 An Example Using the Logistic Regression Model in a 1-1 Matched Study; 7.4 An Example Using the Logistic Regression Model in a 1-M Matched Study; Exercises; 8 Logistic Regression Models for Multinomial and Ordinal Outcomes; 8.1 The Multinomial Logistic Regression Model 8.1.1 Introduction to the Model and Estimation of Model Parameters |
| Record Nr. | UNINA-9910139038403321 |
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Hosmer David W
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| Hoboken, N.J., : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Australian & New Zealand journal of statistics
| Australian & New Zealand journal of statistics |
| Pubbl/distr/stampa | [Oxford], : Blackwell Publishers |
| Soggetto topico |
Statistics
Societies, Scientific Statistique Statistik Zeitschrift Statistiek Estadística |
| Soggetto genere / forma |
Periodicals.
Revistes electròniques. |
| ISSN | 1467-842X |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Australian and New Zealand journal of statistics
Austral. & New Zealand j. statist |
| Record Nr. | UNINA-9910140522503321 |
| [Oxford], : Blackwell Publishers | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Communications in mathematics and statistics
| Communications in mathematics and statistics |
| Pubbl/distr/stampa | Heidelberg, : Springer, 2013- |
| Descrizione fisica | 1 online resource |
| Disciplina | 510.5 |
| Soggetto topico |
Mathematics
Mathematical statistics Matemàtica Estadística |
| Soggetto genere / forma |
Periodicals.
Revistes electròniques. |
| ISSN | 2194-671X |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910307940403321 |
| Heidelberg, : Springer, 2013- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Concepts, Methods and Practical Applications in Applied Demography : An Introductory Textbook / / by Richard K. Thomas
| Concepts, Methods and Practical Applications in Applied Demography : An Introductory Textbook / / by Richard K. Thomas |
| Autore | Thomas Richard K |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (IX, 333 p. 1 illus.) |
| Disciplina | 304.6 |
| Soggetto topico |
Demografia
Estadística Ciències socials Demography Statistics Social sciences Statistics for Social Sciences, Humanities, Law Methodology of the Social Sciences |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-319-65439-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Contents -- 1 Introduction to Applied Demography -- Abstract -- 1.1 Introduction -- 1.2 Applied Demography -- 1.3 Why Study Demography? -- 1.4 Who Uses Demography? -- 1.5 Demographic Perspectives and Methods -- 1.6 Major Topics in Demography -- 1.6.1 Population Size and Distribution -- 1.6.2 Demographic Processes -- 1.6.3 Population Composition -- 1.7 Settings for Applied Demographics -- 1.8 Objectives of the Book -- 1.9 Organization of the Book -- References -- Additional Resources -- 2 The Methods and Materials of Demography -- Abstract -- 2.1 The Demographic Perspective -- 2.1.1 The Demographics of Birth and Death -- 2.1.2 Demographics and Social Change -- 2.2 Demographic Methods -- 2.2.1 Demographic Analysis -- 2.2.2 Estimation and Projection -- 2.2.3 Standardization -- 2.2.4 Cohort Analysis -- 2.2.5 Spatial Analysis -- 2.2.6 Epidemiologic Analysis -- References -- Additional Resources -- 3 Data Sources for Demography -- Abstract -- 3.1 Introduction -- 3.2 Demographic Data -- 3.2.1 Data Types -- 3.2.2 Using Demographic Data -- 3.2.3 Data Timelines -- 3.3 The Importance of Geography -- 3.4 Data Collection Methods -- 3.5 Census -- 3.6 Economic Census -- 3.7 Registration Systems -- 3.7.1 Vital Statistics -- 3.7.2 Immigration Data -- 3.8 Surveys -- 3.9 Synthetic Data -- 3.10 Sources of Data for Demographers -- 3.10.1 Government Agencies -- 3.10.2 Professional Associations -- 3.10.3 Private Organizations -- 3.10.4 Commercial Data Vendors -- 3.11 Future Prospects for Demographic Data -- References -- Additional Resources -- 4 Population Size, Distribution and Concentration -- Abstract -- 4.1 Introduction -- 4.2 Defining and Measuring Size, Distribution and Concentration -- 4.2.1 Population Size -- 4.2.2 Population Distribution -- 4.2.3 Population Concentration -- 4.3 Community Type -- Additional Resources -- 5 Population Composition.
Abstract -- 5.1 Introduction -- 5.2 Compositional Variables -- 5.2.1 Biosocial Characteristics -- 5.2.2 Sociocultural Characteristics -- 5.3 Displaying and Analyzing Compositional Variables -- 5.3.1 Descriptive Statistics -- 5.3.2 Population Pyramids -- 5.3.3 Dependency Ratios -- 5.3.4 Cohort Analysis -- 5.4 Data Standardization -- Additional Resources -- 6 Demographic Processes: Fertility -- Abstract -- 6.1 Introduction -- 6.2 Concepts and Measures -- 6.3 Trends in Fertility in the U.S. -- 6.4 Factors Affecting Fertility -- 6.5 Data Sources for Fertility Analyses -- References -- Additional Resources -- 7 Demographic Processes: Mortality -- Abstract -- 7.1 Introduction -- 7.2 Concepts and Measures -- 7.2.1 Concepts -- 7.2.2 Measures -- 7.2.3 Life Tables -- 7.3 Demographic Correlates of Mortality -- 7.4 Mortality Trends in the U.S. -- 7.5 Sources of Mortality Data -- References -- Additional Resources -- 8 Demographic Processes: Migration -- Abstract -- 8.1 Introduction -- 8.2 Migration Concepts -- 8.3 Migration Measures -- 8.4 Migration Patterns in the U.S. -- 8.4.1 International Migration -- 8.4.2 Internal Migration -- 8.5 Sources of Migration Data -- References -- Additional Resources -- 9 Population Change and Its Measurement -- Abstract -- 9.1 Introduction -- 9.2 Estimation Techniques -- 9.3 Projection Techniques -- 9.4 Generating Forecasts -- 9.5 The Impact of Population Change -- 9.6 Data Sources for Population Change -- References -- Additional Resources -- 10 Business Demography -- Abstract -- 10.1 Introduction -- 10.2 Spheres of Activity -- 10.2.1 Consumer Research -- 10.2.2 Product Development -- 10.2.3 Product Sales/Marketing -- 10.2.4 Site Selection -- 10.3 Data Sources -- References -- Additional Resources -- 11 Health Demography -- Abstract -- 11.1 Introduction -- 11.2 Applications of Demography to the Study of Health and Healthcare. 11.3 Demographic Processes and Health Demography -- 11.3.1 Fertility Analysis -- 11.3.2 Mortality Analysis -- 11.3.3 Morbidity Analysis -- 11.4 Measuring Morbidity -- 11.5 Standardizing Health Data -- 11.6 Demographics and Health Indicators -- 11.6.1 Biosocial Characteristics and Health -- 11.6.2 Sociocultural Characteristics and Health -- References -- Additional Resources -- 12 Political Demography -- Abstract -- 12.1 Introduction -- 12.2 The Demographics and Politics Interface -- 12.3 Demographic Correlates of Political Behavior -- 12.4 Demographic Trends and Political Change -- 12.5 Sources of Data for Political Demography -- 12.6 Demography and Public Policy -- 12.7 Examples of Policy Applications -- 12.7.1 Immigration -- 12.7.2 Fertility -- 12.7.3 Healthcare -- 12.7.4 Education -- 12.7.5 Criminal Justice -- 12.7.6 Housing and Community Development -- 12.7.7 Transportation -- 12.7.8 Economic Development -- 12.8 Direct and Indirect Policies -- 12.9 Factors Influencing Policy -- 12.9.1 Demographic Trends -- 12.10 Intended and Unintended Consequences -- References -- Additional Resources -- 13 Other Applications of Demographic Concepts, Techniques and Data -- Abstract -- 13.1 Educational Demography -- 13.2 Educational Demography and Educational Policy -- 13.3 Criminal Justice -- 13.4 Contemporary Issues of Relevance to Demography -- 13.5 Urban Planning and Community Development -- 13.6 Focus Areas for Demographers Involved in Planning and Development -- 13.7 Emergency Preparedness -- References -- Glossary -- Index. |
| Record Nr. | UNINA-9910300572003321 |
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Thomas Richard K
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
-
Estadística
(90)
- Statistics (57)
- Statistical Theory and Methods (21)
- Estadística matemàtica (14)
- Quantitative research (13)