Applied Modeling Techniques and Data Analysis 2


Financial, Demographic, Stochastic and Statistical Models and Methods


Volume 8 - Big Data, Artificial Intelligence and Data Analysis SET Coordinated by Jacques Janssen

Applied Modeling Techniques and Data Analysis 2

Edited by

Yannis Dimotikalis, Hellenic Mediterranean University, Greece
Alex Karagrigoriou, University of the Aegean, Greece
Christina Parpoula, Panteion University of Social and Political Sciences, Greece
Christos H. Skiadas, Technical University of Crete, Greece


ISBN : 9781786306746

Publication Date : July 2021

Hardcover 284 pp

165.00 USD

Co-publisher

Description


Data analysis is a scientific field that continues to grow enormously, most notably over the last few decades, following rapid growth within the tech industry, as well as the wide applicability of computational techniques alongside new advances in analytic tools. Modeling enables data analysts to identify relationships, make predictions, and to understand, interpret and visualize the extracted information more strategically. This book includes the most recent advances on this topic, meeting increasing demand from wide circles of the scientific community.

Applied Modeling Techniques and Data Analysis 2 is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians, working on the front end of data analysis and modeling applications. The chapters cover a cross section of current concerns and research interests in the above scientific areas. The collected material is divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications.

Contents


Part 1. Financial and Demographic Modeling Techniques
1. Data Mining Application Issues in the Taxpayer Selection Process, Mauro Barone, Stefano Pisani and Andrea Spingola.
2. Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model, Mohammed Albuhayri, Anatoliy Malyarenko, Sergei Silvestrov, Ying Ni, Christopher Engström, Finnan Tewolde and Jiahui Zhang.
3. New Dividend Strategies, Ekaterina Bulinskaya.
4. Introduction of Reserves in Self-adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan, Keivan Diakite, Abderrahim Oulidi and Pierre Devolder.
5. Forecasting Stochastic Volatility for Exchange Rates using EWMA, Jean-Paul Murara, Anatoliy Malyarenko, Milica Rancic
and Sergei Silvestrov.
6. An Arbitrage-free Large Market Model for Forward Spread Curves, Hossein Nohrouzian, Ying Ni and Anatoliy Malyarenko.
7. Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751–2016) with Forecasts to 2060, Christos H. Skiadas and Charilaos Skiadas.
8. Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania, Aggeliki Maragkaki and George Matalliotakis.
9. Some Remarks on the Coronavirus Pandemic in Europe, Konstantinos Zafeiris and Marianna Koukli.

Part 2. Applied Stochastic and Statistical Models and Methods
10. The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data, Roberto Ascari, Sonia Migliorati and Andrea Ongaro.
11. Quantization of Transformed Lévy Measures, Mark Anthony Caruana.
12. A Flexible Mixture Regression Model for Bounded Multivariate Responses, Agnese M. Di Brisco and Sonia Migliorati.
13. On Asymptotic Structure of the Critical Galton–Watson Branching Processes with Infinite Variance and Allowing Immigration, Azam A. Imomov and Erkin E. Tukhtaev.
14. Properties of the Extreme Points of the Joint Eigenvalue Probability Density Function of the Wishart Matrix, Asaph Keikara Muhumuza, Karl Lundengård, Sergei Silvestrov, John Magero Mango and Godwin Kakuba.
15. Forecast Uncertainty of the Weighted TAR Predictor, Francesco Giordano and Marcella Niglio.
16. Revisiting Transitions Between Superstatistics, Petr Jizba and Martin Proks.
17. Research on Retrial Queue with Two-Way Communication in a Diffusion Environment, Viacheslav Vavilov.

About the authors


Yannis Dimotikalis is Assistant Professor within the Department of Management Science and Technology at the Hellenic Mediterranean University, Greece.

Alex Karagrigoriou is Professor of Probability and Statistics, Deputy Director of Graduate Studies in Statistics and Actuarial-Financial Mathematics, and Director of the Laboratory of Statistics and Data Analysis within the Department of Statistics and Actuarial-Financial Mathematics at the University of the Aegean, Greece.

Christina Parpoula is Assistant Professor of Applied Statistics and Research Methodology within the Department of Psychology at the Panteion University of Social and Political Sciences, Greece.

Christos H. Skiadas is Former Vice-Rector at the Technical University of Crete, Greece, and founder of its Data Analysis and Forecasting Laboratory. He continues his research in ManLab, within the faculty’s Department of Production Engineering and Management.