Econometrics for financial applications 1st ed.

Author

Additional Author(s)

• Anh, Ly H.
• Dong, Le Si
• Kreinovich, Vladik
• Thach, Nguyen Ngoc

Publisher

Cham, Switzerland : Springer International Publishing, 2018

Language

English

ISBN

9783319731506

Series

Studies in Computational Intelligence 760

Subject(s)

• ARTIFICIAL INTELLIGENCE
• COMPUTATIONAL INTELLIGENCE
• ECONOMETRICS

Notes

. .

Abstract

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. An extremely important part of economics is finances: a financial crisis can bring the whole economy to a standstill and, vice versa, a smart financial policy can dramatically boost economic development. It is therefore crucial to be able to apply mathematical techniques of econometrics to financial problems. Such applications are a growing field, with many interesting results – and an even larger number of challenges and open problems.

Physical Dimension

Number of Page(s)

1 online resource (xiii, 1081 p.)

Dimension

-

Other Desc.

ill.

Summary / Review / Table of Content

Testing, Prediction, and Cause in Econometric Models --
Information Criteria for Statistical Modeling in Data-Rich Era --
An invitation to quantum econometrics --
GL+ and GL- Regressions --
What If We Do Not Know Correlations? --
Markowitz Portfolio Theory Helps Decrease Medicines' Side Effect and Speed Up Machine Learning.

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	00753/20	330.015195 Eco	Online !	Available